+892.4%
APP vs AWK
+24.3%
+868.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.4% | +11.3% | +9.3% |
| 7D | +71.2% | +4.1% | +67.1% | +73.7% |
| 30D | +39.1% | +18.0% | +21.1% | +49.0% |
| 3M | +16.5% | +12.2% | +4.3% | +22.5% |
| 6M | -16.6% | +21.2% | -37.8% | -9.0% |
| YTD | -41.9% | +17.6% | -59.5% | -36.8% |
| 1Y | -37.0% | +19.2% | -56.3% | -31.0% |
| 3Y | +892.4% | +26.7% | +865.7% | +920.7% |
| All | +892.4% | +24.3% | +868.1% | +920.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling