+1,418.0%
QLD vs AWK
+146.2%
+1,271.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.7% | +7.5% | +7.2% |
| 7D | -1.4% | +1.2% | -2.6% | -2.2% |
| 30D | -19.6% | +15.8% | -35.4% | -26.1% |
| 3M | -14.1% | +11.0% | -25.2% | -19.6% |
| 6M | -13.6% | +21.0% | -34.6% | -23.9% |
| YTD | +12.5% | +16.7% | -4.2% | -0.3% |
| 1Y | +13.1% | +17.2% | -4.0% | -0.5% |
| 3Y | +154.7% | +29.2% | +125.5% | +88.5% |
| 5Y | +81.1% | -2.3% | +83.4% | +70.4% |
| 10Y | +1,418.0% | +150.5% | +1,267.5% | +758.1% |
| All | +1,418.0% | +146.2% | +1,271.8% | +758.1% |
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