+325.3%
ASX vs AWK
+24.3%
+301.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.4% | +7.8% | +5.7% |
| 7D | -19.9% | +4.1% | -24.0% | -17.9% |
| 30D | -30.9% | +18.0% | -48.9% | -24.3% |
| 3M | -15.1% | +12.2% | -27.3% | -8.9% |
| 6M | -6.5% | +21.2% | -27.7% | +4.2% |
| YTD | +98.4% | +17.6% | +80.9% | +119.6% |
| 1Y | +107.9% | +19.2% | +88.6% | +131.4% |
| 3Y | +325.3% | +26.7% | +298.5% | +371.5% |
| All | +325.3% | +24.3% | +301.0% | +371.5% |
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