+33.9%
USB vs AWK
+19.4%
+14.4%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.5% | +0.8% |
| 7D | +2.6% | +0.1% | +2.5% | +2.6% |
| 30D | +8.4% | +14.3% | -5.9% | +8.4% |
| 3M | -5.5% | +10.3% | -15.8% | -5.7% |
| 6M | +17.7% | +18.9% | -1.2% | +18.0% |
| YTD | +17.6% | +17.7% | -0.2% | +18.6% |
| 1Y | +33.9% | +16.9% | +17.0% | +35.2% |
| All | +33.9% | +19.4% | +14.4% | +35.2% |
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 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