-56.8%
APA vs AWK
+969.7%
-1,026.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.1% | -3.2% |
| 7D | +0.5% | +1.7% | -1.2% | 0.0% |
| 30D | +23.4% | +5.6% | +17.8% | +21.3% |
| 3M | +12.7% | +15.9% | -3.2% | +7.4% |
| 6M | +39.4% | +4.6% | +34.8% | +36.9% |
| YTD | +79.0% | +10.1% | +68.9% | +72.6% |
| 1Y | +88.8% | +2.1% | +86.7% | +85.9% |
| 3Y | +6.4% | +9.8% | -3.5% | -0.6% |
| 5Y | +153.0% | -15.4% | +168.3% | +155.6% |
| 10Y | +7.5% | +129.4% | -121.9% | -37.8% |
| All | -56.8% | +969.7% | -1,026.5% | -91.6% |
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 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