+5.5%
URI vs AWK
+1.1%
+4.4%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.8% | +0.5% |
| 7D | +2.5% | +2.2% | +0.4% | +2.4% |
| 30D | -12.5% | +4.4% | -17.0% | -12.7% |
| 3M | -6.2% | +15.4% | -21.6% | -7.3% |
| 6M | +25.9% | +3.5% | +22.4% | +25.0% |
| YTD | +26.2% | +9.8% | +16.4% | +26.7% |
| 1Y | +5.5% | +3.0% | +2.5% | +7.3% |
| All | +5.5% | +1.1% | +4.4% | +7.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling