+378.5%
APP vs AWK
+0.2%
+378.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.4% | -2.6% |
| 7D | +0.1% | +2.2% | -2.1% | -0.2% |
| 30D | -10.0% | +4.4% | -14.5% | -10.5% |
| 3M | -44.6% | +15.4% | -60.0% | -45.8% |
| 6M | -37.9% | +3.5% | -41.4% | -38.2% |
| YTD | -53.7% | +9.8% | -63.5% | -54.6% |
| 1Y | -43.0% | +3.0% | -46.0% | -43.4% |
| 3Y | +640.8% | +9.7% | +631.1% | +582.2% |
| 5Y | +358.8% | -17.2% | +376.0% | +332.8% |
| All | +378.5% | +0.2% | +378.3% | +349.1% |
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