+90.5%
APH vs AWK
+10.2%
+80.3%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +1.8% | -49.6% | -47.3% |
| 7D | -48.7% | +2.9% | -51.6% | -48.1% |
| 30D | -51.9% | +5.6% | -57.5% | -51.0% |
| 3M | -43.6% | +15.9% | -59.4% | -41.3% |
| 6M | -37.5% | +4.6% | -42.1% | -36.3% |
| YTD | -38.6% | +10.1% | -48.7% | -36.8% |
| 1Y | -26.3% | +2.1% | -28.4% | -25.2% |
| All | +90.5% | +10.2% | +80.3% | +91.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling