-70.0%
U vs AWK
-2.3%
-67.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.1% |
| 7D | +32.3% | +1.2% | +31.1% | +31.8% |
| 30D | +9.7% | +15.8% | -6.1% | +4.1% |
| 3M | +19.6% | +11.0% | +8.6% | +15.1% |
| 6M | +82.6% | +21.0% | +61.7% | +69.3% |
| YTD | +16.4% | +16.7% | -0.3% | +8.0% |
| 1Y | +28.5% | +17.2% | +11.3% | +18.3% |
| 3Y | +103.8% | +29.2% | +74.6% | +54.8% |
| 5Y | -70.0% | -2.3% | -67.7% | -71.8% |
| All | -70.0% | -2.3% | -67.7% | -71.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling