+2,180.2%
ASX vs AWK
+1,034.4%
+1,145.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -0.7% | +9.3% | +8.8% |
| 7D | -12.3% | +1.2% | -13.5% | -12.7% |
| 30D | -26.0% | +15.8% | -41.8% | -29.1% |
| 3M | -8.1% | +11.0% | -19.1% | -11.1% |
| 6M | +1.4% | +21.0% | -19.6% | -4.9% |
| YTD | +115.6% | +16.7% | +98.8% | +103.0% |
| 1Y | +128.0% | +17.2% | +110.9% | +114.1% |
| 3Y | +371.4% | +29.2% | +342.2% | +311.6% |
| 5Y | +469.4% | -2.3% | +471.7% | +445.1% |
| 10Y | +842.6% | +150.5% | +692.1% | +518.4% |
| All | +2,180.2% | +1,034.4% | +1,145.8% | +648.2% |
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