+6.1%
APA vs AWK
+157.1%
-150.9%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.3% | +1.5% |
| 7D | +8.5% | +0.1% | +8.4% | +8.5% |
| 30D | +2.8% | +14.3% | -11.5% | +1.4% |
| 3M | +21.7% | +10.3% | +11.4% | +20.5% |
| 6M | +32.6% | +18.9% | +13.7% | +30.3% |
| YTD | +103.7% | +17.7% | +86.0% | +100.2% |
| 1Y | +101.8% | +16.9% | +84.9% | +98.4% |
| 3Y | +48.1% | +32.2% | +15.9% | +41.1% |
| 5Y | +91.9% | -2.2% | +94.1% | +88.9% |
| All | +6.1% | +157.1% | -150.9% | +1.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling