+63.3%
NDAQ vs AWK
-1.6%
+64.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.7% |
| 7D | +0.8% | +4.1% | -3.3% | -0.3% |
| 30D | +16.5% | +18.0% | -1.5% | +11.5% |
| 3M | +13.5% | +12.2% | +1.3% | +9.9% |
| 6M | +20.9% | +21.2% | -0.3% | +14.6% |
| YTD | +11.4% | +17.6% | -6.1% | +6.0% |
| 1Y | +25.9% | +19.2% | +6.7% | +19.2% |
| 3Y | +119.9% | +26.7% | +93.1% | +96.2% |
| All | +63.3% | -1.6% | +64.9% | +66.0% |
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