-6.3%
JD vs AWK
+9.6%
-15.9%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.8% | -2.0% |
| 7D | -0.8% | +2.2% | -3.0% | -1.0% |
| 30D | -16.0% | +4.4% | -20.5% | -16.3% |
| 3M | -3.2% | +15.4% | -18.6% | -4.5% |
| 6M | +6.1% | +3.5% | +2.5% | +5.6% |
| YTD | -0.1% | +9.8% | -9.9% | -1.1% |
| 1Y | -12.7% | +3.0% | -15.7% | -13.1% |
| 3Y | -6.3% | +9.7% | -16.0% | -15.5% |
| All | -6.3% | +9.6% | -15.9% | -15.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling