+79.8%
USB vs AWK
+153.6%
-73.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.1% |
| 7D | +1.2% | -2.6% | +3.8% | +2.1% |
| 30D | +6.3% | +14.2% | -7.9% | +1.7% |
| 3M | -6.1% | +10.0% | -16.2% | -9.2% |
| 6M | +13.0% | +17.1% | -4.1% | +6.8% |
| YTD | +16.6% | +16.1% | +0.4% | +9.8% |
| 1Y | +31.1% | +17.5% | +13.6% | +22.8% |
| 3Y | +100.9% | +29.3% | +71.6% | +76.4% |
| 5Y | +24.5% | -3.5% | +28.0% | +20.8% |
| All | +79.8% | +153.6% | -73.8% | +45.6% |
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