+50.8%
APH vs AWK
+1.3%
+49.5%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.8% |
| 7D | +5.0% | +1.7% | +3.2% | +5.5% |
| 30D | -3.9% | +5.6% | -9.5% | -2.4% |
| 3M | +13.0% | +15.9% | -2.9% | +16.0% |
| 6M | +25.2% | +4.6% | +20.6% | +26.7% |
| YTD | +22.9% | +10.1% | +12.9% | +25.1% |
| All | +50.8% | +1.3% | +49.5% | +51.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling