+126.1%
AWK vs APD
+161.1%
-35.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.2% |
| 7D | +2.2% | -2.5% | +4.7% | +3.1% |
| 30D | +4.4% | -1.9% | +6.3% | +5.1% |
| 3M | +15.4% | +8.2% | +7.1% | +11.9% |
| 6M | +3.5% | +10.7% | -7.2% | -0.5% |
| YTD | +9.8% | +22.9% | -13.1% | +1.3% |
| 1Y | +3.0% | +5.8% | -2.8% | -0.2% |
| 3Y | +9.7% | +7.8% | +1.9% | +2.3% |
| 5Y | -17.2% | +26.1% | -43.3% | -29.5% |
| 10Y | +126.1% | +163.7% | -37.6% | +43.1% |
| All | +126.1% | +161.1% | -35.0% | +43.1% |
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