+27.4%
ADM vs AWK
+19.1%
+8.3%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.5% | -0.9% |
| 7D | -1.8% | +2.7% | -4.5% | -2.2% |
| 30D | -13.3% | +16.7% | -29.9% | -15.3% |
| 3M | -13.4% | +11.7% | -25.1% | -14.8% |
| 6M | -9.6% | +21.9% | -31.5% | -12.5% |
| YTD | +23.0% | +17.6% | +5.4% | +19.8% |
| 1Y | +27.4% | +19.8% | +7.6% | +23.5% |
| All | +27.4% | +19.1% | +8.3% | +23.5% |
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