+2,855.3%
APH vs AWK
+1,042.6%
+1,812.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.4% | +5.5% | +4.6% |
| 7D | -5.9% | +4.1% | -10.0% | -7.4% |
| 30D | -14.8% | +18.0% | -32.8% | -20.1% |
| 3M | -12.4% | +12.2% | -24.6% | -16.7% |
| 6M | +8.1% | +21.2% | -13.2% | -0.7% |
| YTD | +10.9% | +17.6% | -6.6% | +2.7% |
| 1Y | +8.8% | +19.2% | -10.5% | -0.2% |
| 3Y | +262.1% | +26.7% | +235.3% | +208.1% |
| 5Y | +283.1% | -1.3% | +284.5% | +262.5% |
| 10Y | +908.1% | +159.7% | +748.4% | +462.5% |
| All | +2,855.3% | +1,042.6% | +1,812.7% | +548.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling