-27.4%
ON vs AWK
+9.6%
-37.0%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.2% | -4.2% | -4.5% |
| 7D | -2.2% | +2.2% | -4.3% | -1.7% |
| 30D | -12.4% | +4.4% | -16.9% | -11.4% |
| 3M | -41.2% | +15.4% | -56.6% | -39.3% |
| 6M | +25.0% | +3.5% | +21.5% | +27.5% |
| YTD | +31.3% | +9.8% | +21.5% | +34.7% |
| 1Y | +45.4% | +3.0% | +42.4% | +48.7% |
| 3Y | -27.4% | +9.7% | -37.1% | -29.9% |
| All | -27.4% | +9.6% | -37.0% | -29.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling