-7.7%
ADP vs AWK
+1.1%
-8.8%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.2% | -3.3% | -3.4% |
| 7D | -5.5% | +2.2% | -7.6% | -6.0% |
| 30D | -1.2% | +4.4% | -5.7% | -2.4% |
| 3M | +17.9% | +15.4% | +2.5% | +14.5% |
| 6M | +20.3% | +3.5% | +16.8% | +19.0% |
| YTD | +5.8% | +9.8% | -4.0% | +3.6% |
| 1Y | -7.7% | +3.0% | -10.7% | -7.8% |
| All | -7.7% | +1.1% | -8.8% | -7.8% |
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