+126.6%
ADM vs AWK
+157.1%
-30.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.4% | +1.4% | +2.3% |
| 7D | +4.2% | +0.1% | +4.0% | +4.1% |
| 30D | -12.8% | +14.3% | -27.1% | -16.7% |
| 3M | -8.5% | +10.3% | -18.8% | -11.6% |
| 6M | -10.9% | +18.9% | -29.9% | -16.3% |
| YTD | +29.4% | +17.7% | +11.7% | +21.5% |
| 1Y | +27.5% | +16.9% | +10.7% | +20.0% |
| 3Y | +10.3% | +32.2% | -21.8% | -2.4% |
| 5Y | +27.4% | -2.2% | +29.5% | +24.2% |
| All | +126.6% | +157.1% | -30.4% | +60.4% |
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