-41.9%
ACN vs AWK
+9.6%
-51.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -3.9% | -4.1% |
| 7D | -4.8% | +2.2% | -7.0% | -5.1% |
| 30D | +1.9% | +4.4% | -2.6% | +1.3% |
| 3M | +3.9% | +15.4% | -11.5% | +2.5% |
| 6M | -15.0% | +3.5% | -18.5% | -15.4% |
| YTD | -31.9% | +9.8% | -41.7% | -32.6% |
| 1Y | -28.5% | +3.0% | -31.5% | -29.0% |
| 3Y | -41.9% | +9.7% | -51.6% | -42.8% |
| All | -41.9% | +9.6% | -51.5% | -42.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling