+1,603.9%
IBKR vs AWK
+963.1%
+640.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.6% | -0.9% |
| 7D | -3.8% | -0.7% | -3.1% | -3.6% |
| 30D | -0.3% | +2.8% | -3.1% | -1.0% |
| 3M | +4.8% | +11.3% | -6.5% | +2.0% |
| 6M | +30.8% | +6.7% | +24.1% | +28.2% |
| YTD | +39.5% | +9.4% | +30.1% | +35.5% |
| 1Y | +43.7% | +3.7% | +39.9% | +40.8% |
| 3Y | +284.7% | +9.2% | +275.4% | +261.6% |
| 5Y | +484.9% | -15.7% | +500.6% | +489.2% |
| 10Y | +980.8% | +135.3% | +845.6% | +632.8% |
| All | +1,603.9% | +963.1% | +640.7% | +426.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 AWK 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