+47.1%
ADP vs AWK
+31.5%
+15.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.3% |
| 7D | +2.2% | +0.1% | +2.0% | +2.1% |
| 30D | +10.6% | +14.3% | -3.7% | +7.1% |
| 3M | +12.9% | +10.3% | +2.6% | +10.3% |
| 6M | +50.6% | +18.9% | +31.7% | +44.8% |
| YTD | +23.2% | +17.7% | +5.5% | +18.4% |
| 1Y | +25.3% | +16.9% | +8.4% | +20.6% |
| 3Y | +47.1% | +32.2% | +14.9% | +37.8% |
| All | +47.1% | +31.5% | +15.6% | +37.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling