+391.7%
APP vs AWK
+0.5%
+391.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.4% | +2.2% |
| 7D | +0.9% | +1.7% | -0.9% | +0.7% |
| 30D | -23.3% | +5.6% | -28.8% | -23.8% |
| 3M | -42.6% | +15.9% | -58.5% | -43.9% |
| 6M | -33.6% | +4.6% | -38.2% | -34.1% |
| YTD | -52.4% | +10.1% | -62.5% | -53.4% |
| 1Y | -35.9% | +2.1% | -38.0% | -36.2% |
| 3Y | +642.2% | +9.8% | +632.4% | +583.6% |
| 5Y | +311.1% | -15.4% | +326.4% | +288.6% |
| All | +391.7% | +0.5% | +391.2% | +361.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling