+34.4%
JD vs AWK
+157.1%
-122.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.4% | +0.2% | +1.3% |
| 7D | -4.1% | +0.1% | -4.3% | -4.1% |
| 30D | +4.6% | +14.3% | -9.7% | +2.1% |
| 3M | -4.7% | +10.3% | -15.0% | -6.5% |
| 6M | -17.4% | +18.9% | -36.3% | -20.1% |
| YTD | +0.7% | +17.7% | -17.0% | -2.7% |
| 1Y | -5.9% | +16.9% | -22.7% | -9.0% |
| 3Y | +18.9% | +32.2% | -13.3% | +9.6% |
| 5Y | -62.9% | -2.2% | -60.8% | -63.8% |
| All | +34.4% | +157.1% | -122.7% | +10.0% |
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