+908.8%
ON vs AWK
+1,043.1%
-134.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | 0.0% | +0.5% |
| 7D | -4.1% | +2.7% | -6.8% | -5.0% |
| 30D | -10.2% | +16.7% | -26.9% | -14.7% |
| 3M | -12.7% | +11.7% | -24.5% | -16.2% |
| 6M | -32.5% | +21.9% | -54.5% | -37.7% |
| YTD | +28.6% | +17.6% | +10.9% | +19.3% |
| 1Y | +43.4% | +19.8% | +23.6% | +32.1% |
| 3Y | +3.3% | +31.0% | -27.7% | -11.7% |
| 5Y | +22.5% | -3.0% | +25.5% | +17.3% |
| 10Y | +535.7% | +156.8% | +378.9% | +290.8% |
| All | +908.8% | +1,043.1% | -134.3% | +182.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling