+190.4%
ADM vs AWK
+969.7%
-779.3%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +3.8% | +1.7% | +2.0% | +3.0% |
| 30D | +9.8% | +5.6% | +4.2% | +7.3% |
| 3M | +2.1% | +15.9% | -13.7% | -4.1% |
| 6M | +27.5% | +4.6% | +22.9% | +24.4% |
| YTD | +50.2% | +10.1% | +40.2% | +43.3% |
| 1Y | +40.6% | +2.1% | +38.5% | +37.9% |
| 3Y | +17.2% | +9.8% | +7.4% | +9.4% |
| 5Y | +61.9% | -15.4% | +77.2% | +65.9% |
| 10Y | +159.3% | +129.4% | +29.9% | +59.2% |
| All | +190.4% | +969.7% | -779.3% | -23.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling