+486.8%
ASX vs AWK
-2.4%
+489.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.4% | -3.4% | -1.9% |
| 7D | +12.4% | +0.1% | +12.3% | +12.4% |
| 30D | -19.8% | +14.3% | -34.1% | -18.7% |
| 3M | -10.3% | +10.3% | -20.6% | -9.2% |
| 6M | +1.2% | +18.9% | -17.7% | +2.6% |
| YTD | +123.0% | +17.7% | +105.3% | +125.8% |
| 1Y | +145.4% | +16.9% | +128.6% | +148.6% |
| 3Y | +368.6% | +32.2% | +336.4% | +340.0% |
| All | +486.8% | -2.4% | +489.2% | +505.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling