-31.2%
ACHR vs AWK
+9.5%
-40.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.9% | -0.8% | -10.1% | -11.2% |
| 7D | +11.9% | -2.6% | +14.5% | +10.9% |
| 30D | -2.5% | +14.2% | -16.6% | -3.4% |
| 3M | -31.2% | +10.0% | -41.2% | -31.3% |
| All | -31.2% | +9.5% | -40.6% | -31.3% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling