+53.2%
ADP vs AWK
-15.4%
+68.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -1.9% | -2.0% |
| 7D | -3.4% | +1.7% | -5.2% | -4.0% |
| 30D | +2.8% | +5.6% | -2.8% | +0.8% |
| 3M | +20.9% | +15.9% | +5.1% | +14.9% |
| 6M | +29.9% | +4.6% | +25.3% | +27.5% |
| YTD | +9.6% | +10.1% | -0.4% | +5.4% |
| 1Y | -5.3% | +2.1% | -7.4% | -6.5% |
| 3Y | +16.5% | +9.8% | +6.6% | +10.0% |
| All | +53.2% | -15.4% | +68.6% | +58.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling