+33.8%
UL vs AWK
-2.4%
+36.2%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +0.6% |
| 7D | +1.1% | +0.1% | +1.0% | +1.1% |
| 30D | +4.5% | +14.3% | -9.8% | +0.1% |
| 3M | +6.5% | +10.3% | -3.8% | +3.1% |
| 6M | +18.2% | +18.9% | -0.8% | +11.9% |
| YTD | +4.7% | +17.7% | -13.0% | -0.9% |
| 1Y | +0.8% | +16.9% | -16.1% | -4.4% |
| 3Y | +35.9% | +32.2% | +3.7% | +24.1% |
| All | +33.8% | -2.4% | +36.2% | +29.3% |
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 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