+827.9%
ACN vs AWK
+1,022.0%
-194.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -0.9% |
| 7D | -5.7% | -3.2% | -2.6% | -4.5% |
| 30D | +17.0% | +13.5% | +3.6% | +11.5% |
| 3M | +39.9% | +9.4% | +30.5% | +35.0% |
| 6M | +50.2% | +16.4% | +33.8% | +41.5% |
| YTD | -4.2% | +15.4% | -19.6% | -10.0% |
| 1Y | +4.3% | +16.8% | -12.5% | -2.5% |
| 3Y | -17.1% | +28.6% | -45.7% | -27.9% |
| 5Y | -26.5% | -4.1% | -22.4% | -27.8% |
| 10Y | +147.7% | +151.2% | -3.5% | +61.0% |
| All | +827.9% | +1,022.0% | -194.1% | +196.4% |
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