+1,151.9%
URI vs AWK
+152.1%
+999.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.6% |
| 7D | +9.3% | -3.2% | +12.5% | +10.3% |
| 30D | +7.6% | +13.5% | -5.9% | +3.4% |
| 3M | +1.0% | +9.4% | -8.3% | -1.9% |
| 6M | +19.8% | +16.4% | +3.5% | +13.8% |
| YTD | +41.9% | +15.4% | +26.4% | +34.6% |
| 1Y | +33.4% | +16.8% | +16.6% | +26.0% |
| 3Y | +156.0% | +28.6% | +127.5% | +125.9% |
| 5Y | +209.5% | -4.1% | +213.6% | +201.1% |
| All | +1,151.9% | +152.1% | +999.8% | +1,002.7% |
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