+245.4%
UL vs AWK
+1,044.2%
-798.8%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.6% |
| 3M | +6.5% | +10.3% | -3.8% | +2.6% |
| 6M | +18.2% | +18.9% | -0.8% | +10.7% |
| YTD | +4.7% | +17.7% | -13.0% | -1.9% |
| 1Y | +0.8% | +16.9% | -16.1% | -5.4% |
| 3Y | +35.9% | +32.2% | +3.7% | +20.3% |
| 5Y | +33.4% | -2.2% | +35.6% | +30.2% |
| 10Y | +106.9% | +156.1% | -49.2% | +33.6% |
| All | +245.4% | +1,044.2% | -798.8% | +10.0% |
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