+585.7%
JPM vs AWK
+135.6%
+450.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -2.3% | -0.7% | -1.6% | -2.2% |
| 30D | -2.3% | +2.8% | -5.1% | -3.1% |
| 3M | +14.9% | +11.3% | +3.6% | +11.5% |
| 6M | +23.6% | +6.7% | +16.9% | +21.1% |
| YTD | +11.3% | +9.4% | +1.9% | +8.0% |
| 1Y | +19.9% | +3.7% | +16.2% | +17.7% |
| 3Y | +162.6% | +9.2% | +153.4% | +147.8% |
| 5Y | +154.6% | -15.7% | +170.3% | +160.0% |
| All | +585.7% | +135.6% | +450.1% | +502.7% |
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 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