+52.5%
NDAQ vs AWK
-16.7%
+69.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.8% | -0.9% |
| 7D | -1.6% | +0.6% | -2.2% | -1.7% |
| 30D | -1.5% | +4.3% | -5.8% | -2.6% |
| 3M | +8.0% | +12.5% | -4.5% | +4.6% |
| 6M | +7.7% | +3.3% | +4.4% | +6.5% |
| YTD | -2.3% | +9.8% | -12.1% | -5.2% |
| 1Y | +0.6% | +2.9% | -2.3% | -0.7% |
| 3Y | +90.9% | +9.6% | +81.3% | +80.4% |
| 5Y | +52.5% | -16.7% | +69.1% | +59.5% |
| All | +52.5% | -16.7% | +69.2% | +59.5% |
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