+232.2%
UL vs AWK
+969.7%
-737.4%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | +0.1% | 0.0% |
| 7D | -1.3% | +1.7% | -3.1% | -2.0% |
| 30D | +0.5% | +5.6% | -5.1% | -1.6% |
| 3M | +17.6% | +15.9% | +1.7% | +11.4% |
| 6M | -5.4% | +4.6% | -9.9% | -7.2% |
| YTD | +0.7% | +10.1% | -9.3% | -3.2% |
| 1Y | -9.3% | +2.1% | -11.4% | -10.5% |
| 3Y | +24.5% | +9.8% | +14.7% | +18.0% |
| 5Y | +23.2% | -15.4% | +38.6% | +26.9% |
| 10Y | +64.5% | +129.4% | -64.9% | +10.7% |
| All | +232.2% | +969.7% | -737.4% | +8.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling