+204.5%
URI vs AWK
-2.4%
+207.0%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.4% | -2.6% | -1.6% |
| 7D | +6.7% | +0.1% | +6.6% | +6.7% |
| 30D | +8.9% | +14.3% | -5.4% | +5.2% |
| 3M | +0.5% | +10.3% | -9.8% | -2.1% |
| 6M | +20.7% | +18.9% | +1.7% | +15.0% |
| YTD | +40.0% | +17.7% | +22.3% | +33.5% |
| 1Y | +34.4% | +16.9% | +17.5% | +28.3% |
| 3Y | +149.5% | +32.2% | +117.3% | +114.6% |
| All | +204.5% | -2.4% | +207.0% | +179.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling