+102.9%
USB vs AWK
+30.8%
+72.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | -0.5% | 0.0% | -0.6% | -0.6% |
| 30D | +5.7% | +15.5% | -9.8% | +4.0% |
| 3M | -4.7% | +10.0% | -14.7% | -5.8% |
| 6M | +13.4% | +20.4% | -7.0% | +11.0% |
| YTD | +17.0% | +17.1% | -0.1% | +14.5% |
| 1Y | +32.4% | +18.3% | +14.1% | +29.3% |
| All | +102.9% | +30.8% | +72.1% | +77.3% |
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