+13.5%
U vs AWK
+9.6%
+3.9%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.6% |
| 7D | +4.5% | +2.2% | +2.3% | +4.7% |
| 30D | -0.6% | +4.4% | -5.0% | -0.1% |
| 3M | +48.4% | +15.4% | +33.1% | +51.0% |
| 6M | +115.4% | +3.5% | +111.8% | +117.6% |
| YTD | -3.2% | +9.8% | -13.0% | -2.0% |
| 1Y | -6.0% | +3.0% | -9.0% | -4.8% |
| 3Y | +13.5% | +9.7% | +3.8% | +2.5% |
| All | +13.5% | +9.6% | +3.9% | +2.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling