+231.7%
RF vs AWK
+156.2%
+75.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | -1.3% | 0.0% | -1.4% | -1.4% |
| 30D | +4.6% | +15.5% | -10.9% | +0.5% |
| 3M | -8.4% | +10.0% | -18.4% | -10.9% |
| 6M | +8.9% | +20.4% | -11.6% | +3.1% |
| YTD | +8.8% | +17.1% | -8.2% | +3.3% |
| 1Y | +18.9% | +18.3% | +0.7% | +12.5% |
| 3Y | +116.0% | +30.4% | +85.6% | +93.2% |
| 5Y | +46.0% | -2.7% | +48.7% | +41.3% |
| 10Y | +231.7% | +154.7% | +77.0% | +229.8% |
| All | +231.7% | +156.2% | +75.6% | +229.8% |
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