+29.4%
NDAQ vs AWK
+20.7%
+8.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.2% | +0.4% | +2.3% |
| 7D | +3.9% | +7.0% | -3.1% | +3.2% |
| 30D | +19.0% | +17.0% | +1.9% | +17.7% |
| 3M | +17.6% | +12.4% | +5.2% | +16.4% |
| 6M | +21.0% | +19.6% | +1.4% | +20.6% |
| YTD | +14.1% | +17.0% | -2.9% | +14.5% |
| 1Y | +29.4% | +20.0% | +9.4% | +30.3% |
| All | +29.4% | +20.7% | +8.8% | +30.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling