+108.5%
RF vs AWK
+24.3%
+84.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.2% |
| 7D | -0.9% | +4.1% | -5.0% | -1.3% |
| 30D | +6.0% | +18.0% | -12.0% | +4.4% |
| 3M | -8.9% | +12.2% | -21.1% | -9.9% |
| 6M | +2.3% | +21.2% | -18.9% | +0.5% |
| YTD | +7.6% | +17.6% | -10.0% | +5.8% |
| 1Y | +21.2% | +19.2% | +1.9% | +18.8% |
| 3Y | +108.5% | +26.7% | +81.8% | +86.3% |
| All | +108.5% | +24.3% | +84.2% | +86.3% |
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 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