-38.4%
U vs AWK
+12.2%
-50.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | 0.0% | -0.7% | +0.7% | +0.2% |
| 30D | -4.1% | +2.8% | -6.9% | -5.0% |
| 3M | +57.8% | +11.3% | +46.5% | +52.2% |
| 6M | +103.5% | +6.7% | +96.8% | +97.6% |
| YTD | -4.8% | +9.4% | -14.1% | -8.8% |
| 1Y | -2.4% | +3.7% | -6.1% | -5.1% |
| 3Y | +11.7% | +9.2% | +2.4% | -0.4% |
| 5Y | -68.9% | -15.7% | -53.2% | -70.3% |
| All | -38.4% | +12.2% | -50.7% | -44.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling