+978.0%
ON vs AWK
+969.7%
+8.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | +2.4% | +1.7% | +0.7% | +1.9% |
| 30D | -3.3% | +5.6% | -8.9% | -5.1% |
| 3M | -43.6% | +15.9% | -59.4% | -46.8% |
| 6M | +19.0% | +4.6% | +14.4% | +15.6% |
| YTD | +37.4% | +10.1% | +27.3% | +30.7% |
| 1Y | +54.8% | +2.1% | +52.7% | +50.6% |
| 3Y | -25.2% | +9.8% | -35.0% | -31.4% |
| 5Y | +62.7% | -15.4% | +78.1% | +63.8% |
| 10Y | +574.3% | +129.4% | +444.9% | +333.9% |
| All | +978.0% | +969.7% | +8.3% | +209.4% |
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