+46.0%
RF vs AWK
-3.5%
+49.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +1.5% |
| 3M | -8.4% | +10.0% | -18.4% | -10.4% |
| 6M | +8.9% | +20.4% | -11.6% | +4.4% |
| YTD | +8.8% | +17.1% | -8.2% | +4.6% |
| 1Y | +18.9% | +18.3% | +0.7% | +13.9% |
| 3Y | +116.0% | +30.4% | +85.6% | +93.4% |
| 5Y | +46.0% | -2.7% | +48.7% | +21.4% |
| All | +46.0% | -3.5% | +49.6% | +21.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling