+101.8%
APA vs AWK
+19.4%
+82.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.3% | +1.7% |
| 7D | +8.5% | +0.1% | +8.4% | +8.5% |
| 30D | +2.8% | +14.3% | -11.5% | +2.2% |
| 3M | +21.7% | +10.3% | +11.4% | +21.2% |
| 6M | +32.6% | +18.9% | +13.7% | +32.3% |
| YTD | +103.7% | +17.7% | +86.0% | +106.2% |
| 1Y | +101.8% | +16.9% | +84.9% | +105.4% |
| All | +101.8% | +19.4% | +82.4% | +105.4% |
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 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