+505.8%
AWK vs INDA
+121.8%
+384.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.4% |
| 7D | +0.1% | +1.1% | -1.0% | -0.2% |
| 30D | +14.3% | +9.4% | +4.9% | +11.4% |
| 3M | +10.3% | +2.9% | +7.3% | +9.3% |
| 6M | +18.9% | +7.2% | +11.7% | +16.5% |
| YTD | +17.7% | -4.8% | +22.5% | +18.9% |
| 1Y | +16.9% | -5.1% | +21.9% | +18.1% |
| 3Y | +32.2% | +16.7% | +15.5% | +24.4% |
| 5Y | -2.2% | +8.8% | -10.9% | -6.4% |
| 10Y | +156.1% | +116.2% | +39.9% | +94.0% |
| All | +505.8% | +121.8% | +384.1% | +344.1% |
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