+1,055.9%
APH vs AWK
+126.5%
+929.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | +5.0% | +1.7% | +3.2% | +4.5% |
| 30D | -3.9% | +5.6% | -9.5% | -5.3% |
| 3M | +13.0% | +15.9% | -2.9% | +8.3% |
| 6M | +25.2% | +4.6% | +20.6% | +22.9% |
| YTD | +22.9% | +10.1% | +12.9% | +19.1% |
| 1Y | +47.8% | +2.1% | +45.7% | +45.6% |
| 3Y | +283.0% | +9.8% | +273.2% | +257.0% |
| 5Y | +349.7% | -15.4% | +365.0% | +359.6% |
| All | +1,055.9% | +126.5% | +929.4% | +769.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling