+166.1%
APA vs AWK
-15.0%
+181.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.1% | +1.8% |
| 7D | -1.7% | +2.2% | -3.9% | -1.8% |
| 30D | +15.7% | +4.4% | +11.3% | +15.5% |
| 3M | +16.5% | +15.4% | +1.1% | +15.6% |
| 6M | +35.1% | +3.5% | +31.6% | +34.9% |
| YTD | +82.2% | +9.8% | +72.4% | +81.3% |
| 1Y | +102.5% | +3.0% | +99.5% | +102.1% |
| 3Y | +10.3% | +9.7% | +0.7% | +7.7% |
| 5Y | +166.1% | -17.2% | +183.3% | +133.5% |
| All | +166.1% | -15.0% | +181.1% | +133.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling