+41.2%
USB vs AWK
-15.4%
+56.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.1% | -0.2% |
| 7D | +1.4% | +1.7% | -0.3% | +1.1% |
| 30D | -1.3% | +5.6% | -6.9% | -2.5% |
| 3M | +15.2% | +15.9% | -0.6% | +11.2% |
| 6M | +18.8% | +4.6% | +14.3% | +17.2% |
| YTD | +21.0% | +10.1% | +11.0% | +17.6% |
| 1Y | +34.0% | +2.1% | +31.9% | +32.7% |
| 3Y | +95.3% | +9.8% | +85.5% | +83.0% |
| All | +41.2% | -15.4% | +56.6% | +28.6% |
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 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