+49.6%
ON vs AWK
+16.7%
+33.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | -1.0% |
| 7D | +17.0% | -3.2% | +20.2% | +14.1% |
| 30D | -3.9% | +13.5% | -17.3% | +6.3% |
| 3M | -11.5% | +9.4% | -20.9% | -4.5% |
| 6M | -29.2% | +16.4% | -45.6% | -19.2% |
| YTD | +36.2% | +15.4% | +20.7% | +54.6% |
| 1Y | +49.6% | +16.8% | +32.8% | +69.0% |
| All | +49.6% | +16.7% | +33.0% | +69.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling