+158.6%
AWK vs APD
+191.9%
-33.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.3% |
| 7D | +0.1% | +3.8% | -3.7% | -1.2% |
| 30D | +14.3% | +8.2% | +6.1% | +11.2% |
| 3M | +10.3% | +4.3% | +6.0% | +8.6% |
| 6M | +18.9% | +4.7% | +14.2% | +16.7% |
| YTD | +17.7% | +31.5% | -13.8% | +6.0% |
| 1Y | +16.9% | +23.5% | -6.7% | +7.4% |
| 3Y | +32.2% | +29.1% | +3.1% | +15.2% |
| 5Y | -2.2% | +15.9% | -18.1% | -12.7% |
| All | +158.6% | +191.9% | -33.3% | +62.7% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 10y: compounded portfolio wealth divided by compounded APD 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…
10y analysis · Full analysis span regression · 6 months rolling