+871.6%
APH vs AWK
+148.0%
+723.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.4% | +5.5% | +4.4% |
| 7D | -5.9% | +4.1% | -10.0% | -6.9% |
| 30D | -14.8% | +18.0% | -32.8% | -18.2% |
| 3M | -12.4% | +12.2% | -24.6% | -15.1% |
| 6M | +8.1% | +21.2% | -13.2% | +2.3% |
| YTD | +10.9% | +17.6% | -6.6% | +5.6% |
| 1Y | +8.8% | +19.2% | -10.5% | +2.9% |
| 3Y | +262.1% | +26.7% | +235.3% | +221.6% |
| 5Y | +283.1% | -1.3% | +284.5% | +272.9% |
| All | +871.6% | +148.0% | +723.6% | +617.2% |
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 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