+488.5%
NDAQ vs AWK
+157.1%
+331.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.5% | -0.8% |
| 7D | +1.3% | +0.1% | +1.1% | +1.2% |
| 30D | +18.0% | +14.3% | +3.7% | +11.3% |
| 3M | +11.5% | +10.3% | +1.2% | +6.7% |
| 6M | +21.1% | +18.9% | +2.1% | +11.8% |
| YTD | +12.8% | +17.7% | -4.9% | +3.8% |
| 1Y | +25.7% | +16.9% | +8.8% | +15.9% |
| 3Y | +116.8% | +32.2% | +84.6% | +80.3% |
| 5Y | +67.3% | -2.2% | +69.4% | +62.1% |
| All | +488.5% | +157.1% | +331.4% | +291.6% |
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