+44.9%
PAAS vs AWK
+1,037.8%
-992.9%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.2% |
| 7D | -5.2% | 0.0% | -5.2% | -5.3% |
| 30D | -13.9% | +15.5% | -29.5% | -19.1% |
| 3M | -23.8% | +10.0% | -33.8% | -26.9% |
| 6M | -36.4% | +20.4% | -56.8% | -41.5% |
| YTD | -23.4% | +17.1% | -40.4% | -29.4% |
| 1Y | +5.6% | +18.3% | -12.6% | -3.4% |
| 3Y | +209.7% | +30.4% | +179.3% | +165.6% |
| 5Y | +55.6% | -2.7% | +58.2% | +51.0% |
| 10Y | +212.2% | +154.7% | +57.5% | +88.8% |
| All | +44.9% | +1,037.8% | -992.9% | -57.8% |
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