+1,042.6%
AWK vs APD
+408.8%
+633.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -0.9% |
| 7D | +4.1% | -3.7% | +7.8% | +5.3% |
| 30D | +18.0% | +9.6% | +8.4% | +14.6% |
| 3M | +12.2% | +1.6% | +10.6% | +11.6% |
| 6M | +21.2% | +2.2% | +19.1% | +20.0% |
| YTD | +17.6% | +25.9% | -8.3% | +8.4% |
| 1Y | +19.2% | +20.1% | -0.9% | +11.4% |
| 3Y | +26.7% | +12.4% | +14.3% | +17.5% |
| 5Y | -1.3% | +11.1% | -12.5% | -9.3% |
| 10Y | +159.7% | +190.1% | -30.5% | +71.6% |
| All | +1,042.6% | +408.8% | +633.8% | +456.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling