+176.6%
ADM vs AWK
+128.1%
+48.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.5% | +2.4% |
| 7D | +1.4% | +0.6% | +0.8% | +1.2% |
| 30D | +8.2% | +4.3% | +3.9% | +6.6% |
| 3M | +8.7% | +12.5% | -3.8% | +4.2% |
| 6M | +29.1% | +3.3% | +25.8% | +27.1% |
| YTD | +53.7% | +9.8% | +43.9% | +47.9% |
| 1Y | +43.2% | +2.9% | +40.3% | +40.7% |
| 3Y | +21.4% | +9.6% | +11.8% | +14.9% |
| 5Y | +67.1% | -16.7% | +83.8% | +72.9% |
| 10Y | +176.6% | +136.1% | +40.5% | +99.4% |
| All | +176.6% | +128.1% | +48.5% | +99.4% |
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