+17.8%
JD vs AWK
+24.3%
-6.5%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.4% | +3.0% | +1.7% |
| 7D | +13.4% | +4.1% | +9.3% | +13.3% |
| 30D | +7.7% | +18.0% | -10.3% | +7.5% |
| 3M | -11.3% | +12.2% | -23.5% | -11.4% |
| 6M | -5.1% | +21.2% | -26.4% | -5.5% |
| YTD | +5.0% | +17.6% | -12.5% | +4.7% |
| 1Y | -5.6% | +19.2% | -24.9% | -6.0% |
| 3Y | +17.8% | +26.7% | -9.0% | +6.7% |
| All | +17.8% | +24.3% | -6.5% | +6.7% |
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