+2,646.3%
V vs AWK
+1,034.4%
+1,611.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.2% |
| 7D | -0.8% | +1.2% | -2.0% | -1.3% |
| 30D | +9.5% | +15.8% | -6.3% | +3.3% |
| 3M | +16.7% | +11.0% | +5.7% | +11.8% |
| 6M | +32.9% | +21.0% | +12.0% | +22.9% |
| YTD | +21.1% | +16.7% | +4.4% | +12.7% |
| 1Y | +26.6% | +17.2% | +9.5% | +17.6% |
| 3Y | +78.4% | +29.2% | +49.2% | +54.8% |
| 5Y | +105.5% | -2.3% | +107.8% | +98.5% |
| 10Y | +444.2% | +150.5% | +293.7% | +232.9% |
| All | +2,646.3% | +1,034.4% | +1,611.9% | +675.4% |
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