+1,008.4%
ASX vs AWK
+153.6%
+854.8%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.8% | -3.2% | -3.9% |
| 7D | +22.1% | -2.6% | +24.7% | +22.5% |
| 30D | -23.8% | +14.2% | -37.9% | -25.5% |
| 3M | -7.6% | +10.0% | -17.7% | -9.3% |
| 6M | +6.9% | +17.1% | -10.2% | +3.3% |
| YTD | +127.7% | +16.1% | +111.5% | +119.2% |
| 1Y | +144.5% | +17.5% | +127.0% | +134.4% |
| 3Y | +377.8% | +29.3% | +348.5% | +326.8% |
| 5Y | +498.2% | -3.5% | +501.7% | +488.0% |
| All | +1,008.4% | +153.6% | +854.8% | +738.7% |
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 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