+1,037.8%
AWK vs PODD
+764.7%
+273.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.6% |
| 7D | 0.0% | -9.1% | +9.1% | +0.8% |
| 30D | +15.5% | +7.3% | +8.2% | +14.8% |
| 3M | +10.0% | +3.7% | +6.3% | +9.5% |
| 6M | +20.4% | -2.7% | +23.1% | +20.1% |
| YTD | +17.1% | -47.2% | +64.3% | +22.6% |
| 1Y | +18.3% | -54.0% | +72.3% | +25.2% |
| 3Y | +30.4% | -3.3% | +33.6% | +27.6% |
| 5Y | -2.7% | -52.3% | +49.7% | -0.3% |
| 10Y | +154.7% | +322.4% | -167.7% | +118.1% |
| All | +1,037.8% | +764.7% | +273.1% | +752.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PODD.
Daily Out/Under-Performance
Portfolio return minus PODD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PODD 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 PODD 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