+156.8%
AWK vs APD
+187.0%
-30.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.6% |
| 7D | +2.7% | -0.2% | +2.9% | +2.7% |
| 30D | +16.7% | +11.0% | +5.6% | +12.5% |
| 3M | +11.7% | +1.3% | +10.4% | +11.2% |
| 6M | +21.9% | +6.4% | +15.5% | +18.9% |
| YTD | +17.6% | +28.9% | -11.3% | +6.7% |
| 1Y | +19.8% | +23.2% | -3.4% | +10.2% |
| 3Y | +31.0% | +26.3% | +4.6% | +15.0% |
| 5Y | -3.0% | +12.0% | -15.0% | -12.2% |
| 10Y | +156.8% | +183.2% | -26.4% | +61.4% |
| All | +156.8% | +187.0% | -30.2% | +61.4% |
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