-54.8%
APA vs AWK
+1,034.4%
-1,089.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | 0.0% |
| 7D | -8.7% | +1.2% | -10.0% | -9.2% |
| 30D | -2.4% | +15.8% | -18.2% | -6.9% |
| 3M | +19.0% | +11.0% | +8.0% | +14.9% |
| 6M | +26.8% | +21.0% | +5.8% | +18.9% |
| YTD | +87.3% | +16.7% | +70.6% | +77.0% |
| 1Y | +92.3% | +17.2% | +75.1% | +81.4% |
| 3Y | +37.3% | +29.2% | +8.1% | +21.3% |
| 5Y | +73.2% | -2.3% | +75.5% | +66.4% |
| 10Y | -0.9% | +150.5% | -151.4% | -44.7% |
| All | -54.8% | +1,034.4% | -1,089.2% | -91.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling