+21.3%
ADM vs AWK
+20.7%
+0.6%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.9% | +0.1% |
| 7D | -8.3% | +7.0% | -15.3% | -9.0% |
| 30D | -14.1% | +17.0% | -31.1% | -15.8% |
| 3M | -10.7% | +12.4% | -23.1% | -12.1% |
| 6M | -5.9% | +19.6% | -25.5% | -8.0% |
| YTD | +25.8% | +17.0% | +8.7% | +23.1% |
| 1Y | +21.3% | +20.0% | +1.3% | +19.2% |
| All | +21.3% | +20.7% | +0.6% | +19.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling