+629.3%
ON vs AWK
+132.0%
+497.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -1.5% | +10.0% | +8.8% |
| 7D | +2.4% | -2.1% | +4.5% | +2.8% |
| 30D | -8.6% | +2.1% | -10.7% | -9.1% |
| 3M | -34.3% | +11.4% | -45.7% | -36.3% |
| 6M | +28.5% | +3.9% | +24.6% | +26.3% |
| YTD | +40.6% | +7.7% | +32.9% | +36.4% |
| 1Y | +55.3% | +1.3% | +54.0% | +52.8% |
| 3Y | -22.2% | +7.2% | -29.4% | -27.0% |
| 5Y | +62.4% | -17.0% | +79.4% | +64.2% |
| All | +629.3% | +132.0% | +497.3% | +520.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AWK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling