+43.2%
ADM vs AWK
+3.3%
+39.9%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.5% | +2.4% |
| 7D | +1.4% | +0.6% | +0.8% | +1.3% |
| 30D | +8.2% | +4.3% | +3.9% | +7.5% |
| 3M | +8.7% | +12.5% | -3.8% | +6.5% |
| 6M | +29.1% | +3.3% | +25.8% | +28.4% |
| YTD | +53.7% | +9.8% | +43.9% | +51.0% |
| 1Y | +43.2% | +2.9% | +40.3% | +43.9% |
| All | +43.2% | +3.3% | +39.9% | +43.9% |
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