-59.6%
ACHR vs AWK
+11.5%
-71.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.4% | -8.3% | -7.3% |
| 7D | -9.2% | +0.1% | -9.4% | -9.3% |
| 30D | -1.0% | +14.3% | -15.2% | -4.8% |
| 3M | -42.2% | +10.3% | -52.5% | -43.9% |
| 6M | -38.2% | +18.9% | -57.1% | -41.7% |
| YTD | -46.4% | +17.7% | -64.1% | -49.6% |
| 1Y | -49.4% | +16.9% | -66.2% | -52.4% |
| 3Y | -22.5% | +32.2% | -54.7% | -36.4% |
| 5Y | -29.8% | -2.2% | -27.6% | -33.6% |
| All | -59.6% | +11.5% | -71.1% | -62.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling