+221.8%
USB vs AWK
+1,037.6%
-815.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.2% | -0.3% | +1.0% |
| 7D | +2.4% | +7.0% | -4.6% | -0.3% |
| 30D | +6.6% | +17.0% | -10.5% | +0.1% |
| 3M | -4.1% | +12.4% | -16.5% | -8.6% |
| 6M | +12.5% | +19.6% | -7.1% | +4.3% |
| YTD | +17.6% | +17.0% | +0.6% | +9.2% |
| 1Y | +36.5% | +20.0% | +16.5% | +25.2% |
| 3Y | +95.4% | +23.8% | +71.6% | +72.1% |
| 5Y | +26.1% | -1.2% | +27.4% | +20.6% |
| 10Y | +101.3% | +158.5% | -57.2% | +18.5% |
| All | +221.8% | +1,037.6% | -815.8% | -22.5% |
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