+135.1%
ADI vs AWK
-16.7%
+151.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.6% | +0.5% |
| 7D | +2.6% | +0.6% | +2.0% | +2.5% |
| 30D | -4.6% | +4.3% | -8.9% | -5.3% |
| 3M | -9.5% | +12.5% | -22.0% | -11.7% |
| 6M | +14.8% | +3.3% | +11.6% | +13.9% |
| YTD | +35.8% | +9.8% | +26.1% | +32.7% |
| 1Y | +48.9% | +2.9% | +46.0% | +47.5% |
| 3Y | +115.6% | +9.6% | +105.9% | +103.3% |
| 5Y | +135.1% | -16.7% | +151.8% | +132.1% |
| All | +135.1% | -16.7% | +151.8% | +132.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling