-26.3%
U vs AWK
+20.7%
-47.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.9% | -2.3% |
| 7D | +24.4% | +2.7% | +21.7% | +23.4% |
| 30D | +7.4% | +16.7% | -9.3% | +2.3% |
| 3M | +16.8% | +11.7% | +5.1% | +12.7% |
| 6M | +78.8% | +21.9% | +56.9% | +67.0% |
| YTD | +14.0% | +17.6% | -3.6% | +6.6% |
| 1Y | +16.7% | +19.8% | -3.1% | +7.8% |
| 3Y | +86.4% | +31.0% | +55.4% | +49.8% |
| 5Y | -71.5% | -3.0% | -68.5% | -73.6% |
| All | -26.3% | +20.7% | -47.0% | -35.4% |
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