+620.2%
ADI vs AWK
+157.1%
+463.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.4% | -4.1% | -3.1% |
| 7D | +9.5% | +0.1% | +9.3% | +9.4% |
| 30D | -1.4% | +14.3% | -15.7% | -5.3% |
| 3M | +4.7% | +10.3% | -5.6% | +1.4% |
| 6M | -7.4% | +18.9% | -26.4% | -12.8% |
| YTD | +48.1% | +17.7% | +30.3% | +39.1% |
| 1Y | +69.6% | +16.9% | +52.8% | +59.6% |
| 3Y | +144.4% | +32.2% | +112.2% | +111.4% |
| 5Y | +134.1% | -2.2% | +136.3% | +126.8% |
| All | +620.2% | +157.1% | +463.1% | +431.9% |
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