+64.4%
UL vs AWK
+132.0%
-67.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.2% | +1.2% |
| 7D | -3.4% | -2.1% | -1.3% | -2.7% |
| 30D | +0.5% | +2.1% | -1.6% | -0.3% |
| 3M | +7.2% | +11.4% | -4.1% | +3.2% |
| 6M | -3.1% | +3.9% | -7.0% | -4.6% |
| YTD | -2.7% | +7.7% | -10.4% | -5.6% |
| 1Y | -10.2% | +1.3% | -11.5% | -11.1% |
| 3Y | +20.3% | +7.2% | +13.1% | +15.4% |
| 5Y | +19.9% | -17.0% | +36.9% | +24.8% |
| All | +64.4% | +132.0% | -67.6% | +18.8% |
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 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