-52.5%
APA vs AWK
+1,037.8%
-1,090.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.5% | +4.1% | +3.7% |
| 7D | +5.1% | 0.0% | +5.0% | +5.0% |
| 30D | +0.3% | +15.5% | -15.2% | -4.2% |
| 3M | +15.6% | +10.0% | +5.7% | +12.0% |
| 6M | +28.9% | +20.4% | +8.5% | +21.1% |
| YTD | +96.6% | +17.1% | +79.5% | +85.6% |
| 1Y | +95.5% | +18.3% | +77.3% | +84.0% |
| 3Y | +41.8% | +30.4% | +11.4% | +25.0% |
| 5Y | +85.4% | -2.7% | +88.1% | +78.5% |
| 10Y | +4.5% | +154.7% | -150.2% | -42.1% |
| All | -52.5% | +1,037.8% | -1,090.3% | -91.0% |
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