-55.4%
APP vs AWK
+20.7%
-76.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.2% | +8.5% | +12.1% |
| 7D | +4.5% | +7.0% | -2.5% | +9.5% |
| 30D | -3.6% | +17.0% | -20.7% | +7.8% |
| 3M | -35.3% | +12.4% | -47.6% | -29.4% |
| 6M | -42.8% | +19.6% | -62.4% | -34.0% |
| YTD | -59.7% | +17.0% | -76.7% | -52.5% |
| 1Y | -55.4% | +20.0% | -75.4% | -46.2% |
| All | -55.4% | +20.7% | -76.0% | -46.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling