+128.2%
ADM vs AWK
+156.2%
-28.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.5% | +2.8% | +2.5% |
| 7D | +0.1% | 0.0% | +0.1% | +0.1% |
| 30D | -11.8% | +15.5% | -27.3% | -16.0% |
| 3M | -11.3% | +10.0% | -21.3% | -14.3% |
| 6M | -10.0% | +20.4% | -30.4% | -15.9% |
| YTD | +25.9% | +17.1% | +8.8% | +18.5% |
| 1Y | +26.7% | +18.3% | +8.4% | +18.7% |
| 3Y | +8.1% | +30.4% | -22.2% | -3.8% |
| 5Y | +23.5% | -2.7% | +26.2% | +20.7% |
| 10Y | +128.2% | +154.7% | -26.5% | +63.3% |
| All | +128.2% | +156.2% | -28.0% | +63.3% |
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