+17.6%
JD vs AWK
+126.2%
-108.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.8% | -2.0% |
| 7D | -0.8% | +2.2% | -3.0% | -1.2% |
| 30D | -16.0% | +4.4% | -20.5% | -16.7% |
| 3M | -3.2% | +15.4% | -18.6% | -5.9% |
| 6M | +6.1% | +3.5% | +2.5% | +5.1% |
| YTD | -0.1% | +9.8% | -9.9% | -2.2% |
| 1Y | -12.7% | +3.0% | -15.7% | -13.7% |
| 3Y | -6.3% | +9.7% | -16.0% | -10.1% |
| 5Y | -61.3% | -17.2% | -44.2% | -60.9% |
| 10Y | +17.6% | +126.1% | -108.5% | -3.8% |
| All | +17.6% | +126.2% | -108.5% | -3.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling