+11.9%
ACN vs AWK
+20.7%
-8.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.2% | +1.6% | +3.0% |
| 7D | +8.6% | +7.0% | +1.5% | +6.0% |
| 30D | +36.6% | +17.0% | +19.5% | +30.0% |
| 3M | +56.3% | +12.4% | +43.9% | +50.7% |
| 6M | +49.7% | +19.6% | +30.1% | +43.7% |
| YTD | +1.3% | +17.0% | -15.7% | -2.0% |
| 1Y | +11.9% | +20.0% | -8.1% | +6.3% |
| All | +11.9% | +20.7% | -8.7% | +6.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling