+17.5%
AWK vs APD
+23.7%
-6.1%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.9% |
| 7D | -2.6% | +2.2% | -4.8% | -3.0% |
| 30D | +14.2% | +9.4% | +4.7% | +12.3% |
| 3M | +10.0% | +4.7% | +5.4% | +8.9% |
| 6M | +17.1% | +5.5% | +11.6% | +16.2% |
| YTD | +16.1% | +31.4% | -15.3% | +11.4% |
| 1Y | +17.5% | +24.1% | -6.6% | +13.5% |
| All | +17.5% | +23.7% | -6.1% | +13.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling