-15.7%
AWK vs INDA
+4.5%
-20.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.8% | -0.1% |
| 7D | -0.7% | -3.6% | +2.9% | -0.1% |
| 30D | +2.8% | -4.0% | +6.7% | +3.5% |
| 3M | +11.3% | +1.7% | +9.6% | +10.9% |
| 6M | +6.7% | -3.6% | +10.4% | +7.4% |
| YTD | +9.4% | -11.0% | +20.4% | +12.0% |
| 1Y | +3.7% | -9.5% | +13.2% | +5.7% |
| 3Y | +9.2% | +7.6% | +1.6% | +2.8% |
| 5Y | -15.7% | +4.8% | -20.5% | -23.0% |
| All | -15.7% | +4.5% | -20.2% | -23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 5y: compounded portfolio wealth divided by compounded INDA 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…
5y analysis · Full analysis span regression · 6 months rolling