+3,174.7%
APH vs AWK
+969.7%
+2,205.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | +5.0% | +1.7% | +3.2% | +4.3% |
| 30D | -3.9% | +5.6% | -9.5% | -6.0% |
| 3M | +13.0% | +15.9% | -2.9% | +6.1% |
| 6M | +25.2% | +4.6% | +20.6% | +21.8% |
| YTD | +22.9% | +10.1% | +12.9% | +17.3% |
| 1Y | +47.8% | +2.1% | +45.7% | +44.2% |
| 3Y | +283.0% | +9.8% | +273.2% | +247.5% |
| 5Y | +349.7% | -15.4% | +365.0% | +355.5% |
| 10Y | +1,061.2% | +129.4% | +931.8% | +587.3% |
| All | +3,174.7% | +969.7% | +2,205.0% | +640.2% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling