+231.0%
USB vs AWK
+969.7%
-738.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.1% | -0.2% |
| 7D | +1.4% | +1.7% | -0.3% | +0.8% |
| 30D | -1.3% | +5.6% | -6.9% | -3.5% |
| 3M | +15.2% | +15.9% | -0.6% | +8.4% |
| 6M | +18.8% | +4.6% | +14.3% | +16.0% |
| YTD | +21.0% | +10.1% | +11.0% | +15.2% |
| 1Y | +34.0% | +2.1% | +31.9% | +31.1% |
| 3Y | +95.3% | +9.8% | +85.5% | +81.0% |
| 5Y | +40.4% | -15.4% | +55.7% | +43.0% |
| 10Y | +107.3% | +129.4% | -22.1% | +28.4% |
| All | +231.0% | +969.7% | -738.7% | -18.3% |
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 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