+152.3%
ACN vs AWK
+157.1%
-4.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | -0.3% |
| 7D | -3.8% | +0.1% | -4.0% | -3.9% |
| 30D | +16.5% | +14.3% | +2.3% | +10.7% |
| 3M | +41.5% | +10.3% | +31.2% | +36.1% |
| 6M | +60.1% | +18.9% | +41.1% | +49.6% |
| YTD | -3.9% | +17.7% | -21.7% | -10.4% |
| 1Y | +4.1% | +16.9% | -12.8% | -2.7% |
| 3Y | -15.9% | +32.2% | -48.0% | -28.2% |
| 5Y | -26.3% | -2.2% | -24.2% | -28.0% |
| All | +152.3% | +157.1% | -4.7% | +75.8% |
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