+95.5%
PSX vs AWK
+19.4%
+76.1%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.9% |
| 7D | +7.8% | +0.1% | +7.7% | +7.8% |
| 30D | -10.9% | +14.3% | -25.2% | -9.9% |
| 3M | +14.5% | +10.3% | +4.2% | +15.6% |
| 6M | +56.1% | +18.9% | +37.2% | +58.9% |
| YTD | +109.6% | +17.7% | +91.9% | +114.9% |
| 1Y | +95.5% | +16.9% | +78.7% | +101.8% |
| All | +95.5% | +19.4% | +76.1% | +101.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling