-22.7%
U vs AWK
+20.8%
-43.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.4% | +3.9% | +4.8% |
| 7D | +2.6% | +0.1% | +2.4% | +2.5% |
| 30D | +27.6% | +14.3% | +13.3% | +22.4% |
| 3M | +15.3% | +10.3% | +5.0% | +11.8% |
| 6M | +96.4% | +18.9% | +77.4% | +85.1% |
| YTD | +19.6% | +17.7% | +1.8% | +11.8% |
| 1Y | +42.1% | +16.9% | +25.3% | +32.9% |
| 3Y | +87.5% | +32.2% | +55.4% | +49.9% |
| 5Y | -73.1% | -2.2% | -71.0% | -75.1% |
| All | -22.7% | +20.8% | -43.5% | -32.3% |
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 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