+485.5%
IJH vs AWK
+963.1%
-477.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | -2.5% | -0.7% | -1.7% | -2.2% |
| 30D | -5.0% | +2.8% | -7.8% | -6.2% |
| 3M | +0.5% | +11.3% | -10.8% | -4.2% |
| 6M | +8.2% | +6.7% | +1.5% | +4.5% |
| YTD | +12.4% | +9.4% | +3.1% | +7.1% |
| 1Y | +14.4% | +3.7% | +10.7% | +10.9% |
| 3Y | +49.5% | +9.2% | +40.3% | +37.7% |
| 5Y | +47.8% | -15.7% | +63.5% | +51.3% |
| 10Y | +180.4% | +135.3% | +45.1% | +68.3% |
| All | +485.5% | +963.1% | -477.7% | +44.8% |
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