+0.6%
NDAQ vs AWK
+3.3%
-2.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.8% | -0.9% |
| 7D | -1.6% | +0.6% | -2.2% | -1.6% |
| 30D | -1.5% | +4.3% | -5.8% | -1.6% |
| 3M | +8.0% | +12.5% | -4.5% | +8.2% |
| 6M | +7.7% | +3.3% | +4.4% | +7.4% |
| YTD | -2.3% | +9.8% | -12.1% | -1.8% |
| 1Y | +0.6% | +2.9% | -2.3% | +1.1% |
| All | +0.6% | +3.3% | -2.8% | +1.1% |
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