+106.0%
ADM vs AWK
+152.9%
-47.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.5% | -1.0% |
| 7D | -1.8% | +2.7% | -4.5% | -2.7% |
| 30D | -13.3% | +16.7% | -29.9% | -17.7% |
| 3M | -13.4% | +11.7% | -25.1% | -16.7% |
| 6M | -9.6% | +21.9% | -31.5% | -15.8% |
| YTD | +23.0% | +17.6% | +5.4% | +15.6% |
| 1Y | +27.4% | +19.8% | +7.6% | +18.8% |
| 3Y | +5.7% | +31.0% | -25.3% | -6.1% |
| 5Y | +22.1% | -3.0% | +25.0% | +19.4% |
| 10Y | +106.0% | +156.8% | -50.8% | +48.1% |
| All | +106.0% | +152.9% | -47.0% | +48.1% |
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 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