+317.2%
ADP vs AWK
+153.6%
+163.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.9% |
| 7D | +0.3% | -2.6% | +2.8% | +1.4% |
| 30D | +11.6% | +14.2% | -2.6% | +5.2% |
| 3M | +15.1% | +10.0% | +5.0% | +10.1% |
| 6M | +46.0% | +17.1% | +29.0% | +35.8% |
| YTD | +22.4% | +16.1% | +6.3% | +13.4% |
| 1Y | +24.5% | +17.5% | +6.9% | +14.6% |
| 3Y | +44.8% | +29.3% | +15.5% | +23.6% |
| 5Y | +49.1% | -3.5% | +52.6% | +46.3% |
| All | +317.2% | +153.6% | +163.6% | +165.9% |
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 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