+52.1%
JD vs AWK
+310.6%
-258.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.2% | -1.5% |
| 7D | +0.4% | 0.0% | +0.4% | +0.4% |
| 30D | +4.2% | +15.5% | -11.3% | +1.7% |
| 3M | -12.8% | +10.0% | -22.7% | -14.2% |
| 6M | -8.8% | +20.4% | -29.2% | -11.9% |
| YTD | +0.5% | +17.1% | -16.6% | -2.7% |
| 1Y | -8.8% | +18.3% | -27.0% | -11.8% |
| 3Y | +18.6% | +30.4% | -11.8% | +10.3% |
| 5Y | -62.2% | -2.7% | -59.6% | -63.1% |
| 10Y | +32.2% | +154.7% | -122.5% | +10.1% |
| All | +52.1% | +310.6% | -258.5% | +13.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling