+1,817.4%
ADI vs AWK
+1,044.2%
+773.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.4% | -4.1% | -3.2% |
| 7D | +9.5% | +0.1% | +9.3% | +9.4% |
| 30D | -1.4% | +14.3% | -15.7% | -6.1% |
| 3M | +4.7% | +10.3% | -5.6% | +0.7% |
| 6M | -7.4% | +18.9% | -26.4% | -13.8% |
| YTD | +48.1% | +17.7% | +30.3% | +37.5% |
| 1Y | +69.6% | +16.9% | +52.8% | +57.8% |
| 3Y | +144.4% | +32.2% | +112.2% | +109.5% |
| 5Y | +134.1% | -2.2% | +136.3% | +124.6% |
| 10Y | +632.8% | +156.1% | +476.6% | +363.8% |
| All | +1,817.4% | +1,044.2% | +773.2% | +465.5% |
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 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