-18.8%
OPEN vs AWK
+9.6%
-28.4%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.5% |
| 7D | +1.0% | +2.2% | -1.2% | +0.3% |
| 30D | -11.9% | +4.4% | -16.3% | -13.3% |
| 3M | -28.8% | +15.4% | -44.1% | -32.8% |
| 6M | -38.6% | +3.5% | -42.1% | -39.8% |
| YTD | -47.3% | +9.8% | -57.1% | -50.2% |
| 1Y | -49.2% | +3.0% | -52.2% | -50.2% |
| 3Y | -18.8% | +9.7% | -28.4% | -33.6% |
| All | -18.8% | +9.6% | -28.4% | -33.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling