+298.1%
APP vs AWK
-2.4%
+300.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.4% | +2.5% | +3.7% |
| 7D | +4.6% | +0.1% | +4.4% | +4.5% |
| 30D | +56.0% | +14.3% | +41.8% | +53.3% |
| 3M | +30.8% | +10.3% | +20.6% | +29.1% |
| 6M | -9.8% | +18.9% | -28.7% | -12.3% |
| YTD | -39.3% | +17.7% | -57.0% | -41.3% |
| 1Y | -26.4% | +16.9% | -43.3% | -28.8% |
| 3Y | +887.9% | +32.2% | +855.7% | +707.1% |
| All | +298.1% | -2.4% | +300.5% | +292.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling