+587.6%
ACN vs AWK
+969.7%
-382.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.1% | -3.2% | -3.3% |
| 7D | -1.5% | +1.7% | -3.3% | -2.2% |
| 30D | +9.4% | +5.6% | +3.8% | +7.1% |
| 3M | +5.6% | +15.9% | -10.2% | -0.1% |
| 6M | -9.3% | +4.6% | -13.8% | -11.1% |
| YTD | -29.0% | +10.1% | -39.0% | -32.0% |
| 1Y | -24.7% | +2.1% | -26.8% | -25.9% |
| 3Y | -39.8% | +9.8% | -49.7% | -44.1% |
| 5Y | -40.9% | -15.4% | -25.6% | -39.0% |
| 10Y | +91.1% | +129.4% | -38.3% | +28.6% |
| All | +587.6% | +969.7% | -382.0% | +123.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling