+42.1%
U vs AWK
+19.4%
+22.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.4% | +3.9% | +5.9% |
| 7D | +2.6% | +0.1% | +2.4% | +2.6% |
| 30D | +27.6% | +14.3% | +13.3% | +37.2% |
| 3M | +15.3% | +10.3% | +5.0% | +22.1% |
| 6M | +96.4% | +18.9% | +77.4% | +120.7% |
| YTD | +19.6% | +17.7% | +1.8% | +33.9% |
| 1Y | +42.1% | +16.9% | +25.3% | +58.9% |
| All | +42.1% | +19.4% | +22.7% | +58.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling