+152.5%
JPM vs AWK
-16.7%
+169.3%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.4% | +0.3% |
| 7D | -0.4% | +0.6% | -1.0% | -0.5% |
| 30D | -1.4% | +4.3% | -5.7% | -1.9% |
| 3M | +13.9% | +12.5% | +1.4% | +12.2% |
| 6M | +23.5% | +3.3% | +20.2% | +22.8% |
| YTD | +11.6% | +9.8% | +1.9% | +10.0% |
| 1Y | +21.4% | +2.9% | +18.5% | +20.7% |
| 3Y | +163.4% | +9.6% | +153.8% | +153.8% |
| 5Y | +152.5% | -16.7% | +169.2% | +137.7% |
| All | +152.5% | -16.7% | +169.3% | +137.7% |
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 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