+1,154.5%
ADP vs AWK
+1,042.6%
+111.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -0.6% |
| 7D | +3.2% | +4.1% | -0.9% | +1.5% |
| 30D | +14.9% | +18.0% | -3.1% | +7.3% |
| 3M | +11.6% | +12.2% | -0.6% | +6.3% |
| 6M | +48.5% | +21.2% | +27.2% | +36.7% |
| YTD | +20.6% | +17.6% | +3.0% | +11.8% |
| 1Y | +23.7% | +19.2% | +4.5% | +13.9% |
| 3Y | +47.8% | +26.7% | +21.1% | +29.5% |
| 5Y | +47.7% | -1.3% | +49.0% | +43.3% |
| 10Y | +324.0% | +159.7% | +164.3% | +171.7% |
| All | +1,154.5% | +1,042.6% | +111.9% | +304.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling