-2.6%
APA vs AWK
+128.1%
-130.7%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | 0.0% | +3.0% | +3.0% |
| 7D | +0.3% | +0.6% | -0.3% | +0.3% |
| 30D | +9.3% | +4.3% | +5.0% | +8.9% |
| 3M | +23.3% | +12.5% | +10.8% | +21.9% |
| 6M | +39.5% | +3.3% | +36.2% | +38.9% |
| YTD | +87.6% | +9.8% | +77.9% | +85.7% |
| 1Y | +114.2% | +2.9% | +111.3% | +113.2% |
| 3Y | +13.6% | +9.6% | +4.0% | +10.8% |
| 5Y | +175.6% | -16.7% | +192.2% | +176.2% |
| 10Y | -2.6% | +136.1% | -138.7% | -14.2% |
| All | -2.6% | +128.1% | -130.7% | -14.2% |
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