-61.3%
JD vs AWK
-15.4%
-45.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | -1.7% | +1.7% | -3.4% | -1.9% |
| 30D | -13.2% | +5.6% | -18.7% | -13.7% |
| 3M | -3.2% | +15.9% | -19.0% | -4.9% |
| 6M | +15.2% | +4.6% | +10.7% | +14.4% |
| YTD | +2.0% | +10.1% | -8.1% | +0.6% |
| 1Y | -5.4% | +2.1% | -7.5% | -5.9% |
| 3Y | -9.1% | +9.8% | -19.0% | -13.3% |
| All | -61.3% | -15.4% | -45.9% | -65.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling