+1,428.8%
APH vs AWK
+969.7%
+459.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +1.8% | -49.6% | -48.4% |
| 7D | -48.7% | +2.9% | -51.6% | -49.5% |
| 30D | -51.9% | +5.6% | -57.5% | -53.2% |
| 3M | -43.6% | +15.9% | -59.4% | -47.3% |
| 6M | -37.5% | +4.6% | -42.1% | -39.6% |
| YTD | -38.6% | +10.1% | -48.7% | -41.8% |
| 1Y | -26.3% | +2.1% | -28.4% | -28.5% |
| 3Y | +89.2% | +9.8% | +79.4% | +70.7% |
| 5Y | +119.8% | -15.4% | +135.2% | +121.4% |
| 10Y | +454.3% | +129.4% | +324.8% | +226.2% |
| All | +1,428.8% | +969.7% | +459.1% | +243.6% |
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