+1,450.1%
QLD vs AWK
+152.9%
+1,297.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.6% |
| 7D | -3.8% | +2.7% | -6.5% | -5.3% |
| 30D | -20.5% | +16.7% | -37.2% | -27.3% |
| 3M | -14.6% | +11.7% | -26.4% | -20.3% |
| 6M | -14.7% | +21.9% | -36.6% | -25.1% |
| YTD | +11.2% | +17.6% | -6.4% | -1.9% |
| 1Y | +7.1% | +19.8% | -12.7% | -7.0% |
| 3Y | +141.1% | +31.0% | +110.1% | +76.9% |
| 5Y | +84.3% | -3.0% | +87.3% | +74.8% |
| 10Y | +1,450.1% | +156.8% | +1,293.3% | +775.3% |
| All | +1,450.1% | +152.9% | +1,297.1% | +775.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling