+378.4%
ASX vs AWK
+29.7%
+348.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.8% | -3.2% | -4.5% |
| 7D | +22.1% | -2.6% | +24.7% | +20.4% |
| 30D | -23.8% | +14.2% | -37.9% | -17.8% |
| 3M | -7.6% | +10.0% | -17.7% | -1.9% |
| 6M | +6.9% | +17.1% | -10.2% | +17.4% |
| YTD | +127.7% | +16.1% | +111.5% | +150.4% |
| 1Y | +144.5% | +17.5% | +127.0% | +170.3% |
| All | +378.4% | +29.7% | +348.7% | +418.4% |
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