+313.7%
ADP vs AWK
+146.2%
+167.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.1% |
| 7D | +1.1% | +1.2% | -0.1% | +0.6% |
| 30D | +11.5% | +15.8% | -4.3% | +4.5% |
| 3M | +12.0% | +11.0% | +1.0% | +6.8% |
| 6M | +43.8% | +21.0% | +22.8% | +31.7% |
| YTD | +20.1% | +16.7% | +3.3% | +11.0% |
| 1Y | +22.3% | +17.2% | +5.1% | +12.8% |
| 3Y | +43.3% | +29.2% | +14.1% | +22.5% |
| 5Y | +47.3% | -2.3% | +49.6% | +43.7% |
| 10Y | +313.7% | +150.5% | +163.2% | +166.3% |
| All | +313.7% | +146.2% | +167.5% | +166.3% |
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