+5,723.1%
URI vs AWK
+1,042.6%
+4,680.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +1.8% |
| 7D | -9.8% | +4.1% | -13.9% | -11.7% |
| 30D | +1.7% | +18.0% | -16.2% | -6.3% |
| 3M | -9.1% | +12.2% | -21.3% | -14.4% |
| 6M | +9.9% | +21.2% | -11.4% | -1.0% |
| YTD | +31.2% | +17.6% | +13.7% | +19.3% |
| 1Y | +25.9% | +19.2% | +6.7% | +13.5% |
| 3Y | +147.4% | +26.7% | +120.7% | +106.0% |
| 5Y | +179.7% | -1.3% | +181.1% | +163.5% |
| 10Y | +1,419.5% | +159.7% | +1,259.9% | +606.0% |
| All | +5,723.1% | +1,042.6% | +4,680.6% | +742.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling