+22.5%
ON vs AWK
-1.3%
+23.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | 0.0% | +0.7% |
| 7D | -4.1% | +2.7% | -6.8% | -4.3% |
| 30D | -10.2% | +16.7% | -26.9% | -11.2% |
| 3M | -12.7% | +11.7% | -24.5% | -13.5% |
| 6M | -32.5% | +21.9% | -54.5% | -34.1% |
| YTD | +28.6% | +17.6% | +10.9% | +25.6% |
| 1Y | +43.4% | +19.8% | +23.6% | +39.4% |
| 3Y | +3.3% | +31.0% | -27.7% | -9.4% |
| 5Y | +22.5% | -3.0% | +25.5% | +15.7% |
| All | +22.5% | -1.3% | +23.8% | +15.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling