+155.2%
RF vs AWK
+969.7%
-814.5%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | +0.1% | 0.0% |
| 7D | +1.3% | +1.7% | -0.4% | +0.5% |
| 30D | -3.6% | +5.6% | -9.2% | -6.0% |
| 3M | +8.1% | +15.9% | -7.8% | +0.8% |
| 6M | +11.5% | +4.6% | +6.9% | +8.4% |
| YTD | +15.6% | +10.1% | +5.5% | +9.2% |
| 1Y | +15.7% | +2.1% | +13.6% | +12.7% |
| 3Y | +86.9% | +9.8% | +77.0% | +70.7% |
| 5Y | +89.8% | -15.4% | +105.2% | +92.8% |
| 10Y | +344.7% | +129.4% | +215.3% | +134.6% |
| All | +155.2% | +969.7% | -814.5% | -63.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling