+114.5%
ADI vs AWK
+9.6%
+104.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.2% |
| 7D | +2.4% | +2.2% | +0.3% | +2.6% |
| 30D | -6.6% | +4.4% | -11.0% | -6.3% |
| 3M | -9.8% | +15.4% | -25.2% | -9.3% |
| 6M | +15.7% | +3.5% | +12.2% | +16.2% |
| YTD | +35.1% | +9.8% | +25.3% | +35.7% |
| 1Y | +47.7% | +3.0% | +44.7% | +48.4% |
| 3Y | +114.5% | +9.7% | +104.8% | +105.5% |
| All | +114.5% | +9.6% | +104.9% | +105.5% |
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