+1,314.2%
AAOI vs AWK
-17.6%
+1,331.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.5% | +3.5% | +1.5% |
| 7D | -0.2% | -2.1% | +2.0% | -0.8% |
| 30D | -23.7% | +2.1% | -25.7% | -22.9% |
| 3M | -39.0% | +11.4% | -50.4% | -36.8% |
| 6M | -17.0% | +3.9% | -21.0% | -14.7% |
| YTD | +202.2% | +7.7% | +194.5% | +213.1% |
| 1Y | +292.4% | +1.3% | +291.1% | +304.6% |
| 3Y | +804.4% | +7.2% | +797.2% | +793.7% |
| All | +1,314.2% | -17.6% | +1,331.8% | +1,223.0% |
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