+466.4%
AWK vs INDA
+115.1%
+351.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +1.7% | +0.7% | +1.0% | +1.5% |
| 30D | +5.6% | -0.8% | +6.4% | +5.8% |
| 3M | +15.9% | +3.9% | +11.9% | +14.5% |
| 6M | +4.6% | -0.7% | +5.3% | +4.5% |
| YTD | +10.1% | -7.7% | +17.7% | +12.2% |
| 1Y | +2.1% | -5.1% | +7.2% | +3.1% |
| 3Y | +9.8% | +13.6% | -3.8% | +4.2% |
| 5Y | -15.4% | +7.8% | -23.2% | -18.9% |
| 10Y | +129.4% | +84.6% | +44.8% | +79.4% |
| All | +466.4% | +115.1% | +351.2% | +318.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling