+2,389.2%
ASX vs AWK
+969.7%
+1,419.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -0.7% | +1.7% | -2.5% | -1.2% |
| 30D | +2.0% | +5.6% | -3.6% | +0.4% |
| 3M | -1.3% | +15.9% | -17.2% | -5.9% |
| 6M | +71.4% | +4.6% | +66.9% | +67.6% |
| YTD | +135.3% | +10.1% | +125.3% | +126.2% |
| 1Y | +267.5% | +2.1% | +265.4% | +259.1% |
| 3Y | +388.5% | +9.8% | +378.6% | +351.9% |
| 5Y | +417.1% | -15.4% | +432.4% | +420.3% |
| 10Y | +872.7% | +129.4% | +743.3% | +558.3% |
| All | +2,389.2% | +969.7% | +1,419.6% | +733.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling