+147.4%
URI vs AWK
+24.3%
+123.1%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +1.1% |
| 7D | -9.8% | +4.1% | -13.9% | -9.8% |
| 30D | +1.7% | +18.0% | -16.2% | +1.5% |
| 3M | -9.1% | +12.2% | -21.3% | -9.2% |
| 6M | +9.9% | +21.2% | -11.4% | +9.5% |
| YTD | +31.2% | +17.6% | +13.7% | +31.2% |
| 1Y | +25.9% | +19.2% | +6.7% | +25.8% |
| 3Y | +147.4% | +26.7% | +120.7% | +129.7% |
| All | +147.4% | +24.3% | +123.1% | +129.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling