+913.4%
ASX vs AWK
+126.2%
+787.2%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.2% | +6.3% | +6.1% |
| 7D | +6.3% | +2.2% | +4.1% | +5.9% |
| 30D | +6.4% | +4.4% | +2.0% | +5.5% |
| 3M | +13.1% | +15.4% | -2.2% | +9.6% |
| 6M | +90.3% | +3.5% | +86.8% | +88.0% |
| YTD | +149.6% | +9.8% | +139.8% | +142.8% |
| 1Y | +249.2% | +3.0% | +246.2% | +243.6% |
| 3Y | +445.9% | +9.7% | +436.2% | +412.3% |
| 5Y | +477.7% | -17.2% | +494.9% | +493.7% |
| 10Y | +913.4% | +126.1% | +787.3% | +649.3% |
| All | +913.4% | +126.2% | +787.2% | +649.3% |
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 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