+285.2%
APH vs AWK
-2.4%
+287.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.4% | -3.1% | -1.8% |
| 7D | +4.9% | +0.1% | +4.7% | +4.9% |
| 30D | -5.4% | +14.3% | -19.7% | -6.0% |
| 3M | -5.5% | +10.3% | -15.7% | -5.9% |
| 6M | +25.9% | +18.9% | +7.0% | +24.1% |
| YTD | +16.4% | +17.7% | -1.4% | +14.6% |
| 1Y | +16.5% | +16.9% | -0.4% | +14.8% |
| 3Y | +270.9% | +32.2% | +238.7% | +233.6% |
| All | +285.2% | -2.4% | +287.6% | +297.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling