+32.5%
JD vs AWK
+152.9%
-120.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.4% |
| 7D | +5.2% | +2.7% | +2.5% | +4.7% |
| 30D | +4.5% | +16.7% | -12.2% | +1.6% |
| 3M | -15.4% | +11.7% | -27.2% | -17.2% |
| 6M | -6.0% | +21.9% | -27.9% | -9.6% |
| YTD | +2.2% | +17.6% | -15.4% | -1.3% |
| 1Y | -6.7% | +19.8% | -26.4% | -10.2% |
| 3Y | +20.5% | +31.0% | -10.4% | +11.4% |
| 5Y | -58.4% | -3.0% | -55.5% | -59.3% |
| 10Y | +32.5% | +156.8% | -124.3% | +8.2% |
| All | +32.5% | +152.9% | -120.5% | +8.2% |
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