+279.0%
APH vs AWK
+31.4%
+247.6%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -0.7% |
| 7D | -5.0% | +2.7% | -7.7% | -4.0% |
| 30D | -8.4% | +16.7% | -25.0% | -3.1% |
| 3M | -4.5% | +11.7% | -16.2% | -0.2% |
| 6M | +25.3% | +21.9% | +3.4% | +34.2% |
| YTD | +18.9% | +17.6% | +1.3% | +26.2% |
| 1Y | +11.9% | +19.8% | -7.9% | +19.7% |
| All | +279.0% | +31.4% | +247.6% | +298.9% |
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 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