+261.5%
RF vs AWK
+146.2%
+115.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +2.4% |
| 7D | -0.1% | +1.2% | -1.4% | -0.5% |
| 30D | +7.0% | +15.8% | -8.8% | +2.8% |
| 3M | -7.0% | +11.0% | -18.0% | -9.8% |
| 6M | +6.8% | +21.0% | -14.2% | +1.0% |
| YTD | +9.9% | +16.7% | -6.8% | +4.5% |
| 1Y | +21.1% | +17.2% | +4.0% | +14.9% |
| 3Y | +119.6% | +29.2% | +90.4% | +97.2% |
| 5Y | +46.2% | -2.3% | +48.5% | +41.3% |
| 10Y | +261.5% | +150.5% | +111.0% | +264.4% |
| All | +261.5% | +146.2% | +115.3% | +264.4% |
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 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