+1,007.0%
NDAQ vs AWK
+1,037.8%
-30.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | 0.0% | 0.0% | 0.0% | -0.1% |
| 30D | +16.3% | +15.5% | +0.8% | +8.4% |
| 3M | +15.8% | +10.0% | +5.8% | +10.3% |
| 6M | +24.8% | +20.4% | +4.4% | +13.4% |
| YTD | +14.1% | +17.1% | -3.0% | +4.2% |
| 1Y | +26.5% | +18.3% | +8.3% | +14.7% |
| 3Y | +119.1% | +30.4% | +88.8% | +81.2% |
| 5Y | +70.9% | -2.7% | +73.6% | +63.7% |
| 10Y | +479.7% | +154.7% | +325.0% | +215.6% |
| All | +1,007.0% | +1,037.8% | -30.8% | +128.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling