+1,044.2%
AWK vs QID
-100.0%
+1,144.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.6% | -1.2% | +1.8% |
| 7D | +0.1% | -7.1% | +7.3% | -1.1% |
| 30D | +14.3% | +12.6% | +1.6% | +16.8% |
| 3M | +10.3% | +14.2% | -4.0% | +13.1% |
| 6M | +18.9% | +6.2% | +12.8% | +20.7% |
| YTD | +17.7% | -21.8% | +39.5% | +13.0% |
| 1Y | +16.9% | -23.1% | +40.0% | +11.8% |
| 3Y | +32.2% | -71.3% | +103.5% | +5.1% |
| 5Y | -2.2% | -77.0% | +74.8% | -20.2% |
| 10Y | +156.1% | -99.0% | +255.2% | +16.6% |
| All | +1,044.2% | -100.0% | +1,144.1% | +180.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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