-89.0%
OPEN vs AWK
+31.9%
-120.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.4% | -5.0% | -4.4% |
| 7D | -15.0% | +0.1% | -15.1% | -15.1% |
| 30D | -40.2% | +14.3% | -54.5% | -44.4% |
| 3M | -67.4% | +10.3% | -77.7% | -69.1% |
| 6M | -74.0% | +18.9% | -93.0% | -76.7% |
| YTD | -79.6% | +17.7% | -97.3% | -81.9% |
| 1Y | -86.1% | +16.9% | -103.0% | -87.7% |
| 3Y | -41.4% | +32.2% | -73.6% | -55.0% |
| 5Y | -94.9% | -2.2% | -92.7% | -95.4% |
| All | -89.0% | +31.9% | -120.9% | -90.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling