+968.6%
ON vs AWK
+1,028.7%
-60.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.4% |
| 7D | +17.0% | -2.6% | +19.6% | +17.9% |
| 30D | -3.9% | +14.2% | -18.0% | -8.1% |
| 3M | -11.5% | +10.0% | -21.6% | -14.6% |
| 6M | -29.2% | +17.1% | -46.3% | -33.7% |
| YTD | +36.2% | +16.1% | +20.0% | +26.8% |
| 1Y | +49.6% | +17.5% | +32.1% | +38.7% |
| 3Y | +9.4% | +29.3% | -19.9% | -6.1% |
| 5Y | +25.8% | -3.5% | +29.3% | +20.6% |
| 10Y | +557.1% | +152.7% | +404.5% | +306.1% |
| All | +968.6% | +1,028.7% | -60.2% | +200.3% |
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