+981.2%
NDAQ vs AWK
+1,042.6%
-61.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +1.0% |
| 7D | +0.8% | +4.1% | -3.3% | -1.2% |
| 30D | +16.5% | +18.0% | -1.5% | +7.5% |
| 3M | +13.5% | +12.2% | +1.3% | +7.1% |
| 6M | +20.9% | +21.2% | -0.3% | +9.5% |
| YTD | +11.4% | +17.6% | -6.1% | +1.5% |
| 1Y | +25.9% | +19.2% | +6.7% | +13.7% |
| 3Y | +119.9% | +26.7% | +93.1% | +84.7% |
| 5Y | +61.7% | -1.3% | +63.1% | +53.7% |
| 10Y | +481.6% | +159.7% | +321.9% | +213.2% |
| All | +981.2% | +1,042.6% | -61.4% | +122.7% |
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