+2,340.0%
V vs AWK
+969.7%
+1,370.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.8% | -0.9% |
| 7D | -1.7% | +1.7% | -3.4% | -2.4% |
| 30D | +2.0% | +5.6% | -3.6% | -0.2% |
| 3M | +17.4% | +15.9% | +1.5% | +10.6% |
| 6M | +17.5% | +4.6% | +12.9% | +14.9% |
| YTD | +7.6% | +10.1% | -2.5% | +2.7% |
| 1Y | +7.7% | +2.1% | +5.6% | +5.6% |
| 3Y | +54.7% | +9.8% | +44.8% | +43.6% |
| 5Y | +73.0% | -15.4% | +88.4% | +77.7% |
| 10Y | +390.9% | +129.4% | +261.5% | +211.6% |
| All | +2,340.0% | +969.7% | +1,370.3% | +606.2% |
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 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