+528.8%
APP vs AWK
+6.5%
+522.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.7% | +5.5% | +4.9% |
| 7D | +79.2% | +1.2% | +77.9% | +79.0% |
| 30D | +48.0% | +15.8% | +32.2% | +45.6% |
| 3M | +18.2% | +11.0% | +7.2% | +16.8% |
| 6M | -12.5% | +21.0% | -33.5% | -14.8% |
| YTD | -39.2% | +16.7% | -55.9% | -40.7% |
| 1Y | -33.9% | +17.2% | -51.0% | -35.8% |
| 3Y | +933.3% | +29.2% | +904.1% | +784.8% |
| 5Y | +295.9% | -2.3% | +298.2% | +276.0% |
| All | +528.8% | +6.5% | +522.3% | +486.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling