+1,218.8%
URI vs AWK
+146.2%
+1,072.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -0.7% | +7.6% | +7.1% |
| 7D | -4.0% | +1.2% | -5.2% | -4.5% |
| 30D | +6.8% | +15.8% | -9.0% | +2.1% |
| 3M | -2.8% | +11.0% | -13.8% | -6.0% |
| 6M | +20.9% | +21.0% | -0.1% | +13.5% |
| YTD | +40.2% | +16.7% | +23.5% | +32.7% |
| 1Y | +34.1% | +17.2% | +16.9% | +26.6% |
| 3Y | +164.1% | +29.2% | +135.0% | +133.0% |
| 5Y | +199.3% | -2.3% | +201.6% | +189.6% |
| 10Y | +1,218.8% | +150.5% | +1,068.3% | +1,047.7% |
| All | +1,218.8% | +146.2% | +1,072.6% | +1,047.7% |
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