+107.2%
APA vs AWK
+20.7%
+86.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +2.2% | -9.1% | -6.8% |
| 7D | -13.0% | +7.0% | -20.0% | -13.0% |
| 30D | +2.0% | +17.0% | -15.1% | +1.6% |
| 3M | +24.9% | +12.4% | +12.5% | +24.7% |
| 6M | +7.2% | +19.6% | -12.4% | +7.3% |
| YTD | +87.1% | +17.0% | +70.1% | +90.0% |
| 1Y | +107.2% | +20.0% | +87.2% | +112.1% |
| All | +107.2% | +20.7% | +86.5% | +112.1% |
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