+5,847.8%
QLD vs AWK
+1,058.8%
+4,789.0%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | +1.9% | -14.6% | -13.9% |
| 7D | -18.6% | +7.2% | -25.7% | -22.4% |
| 30D | -28.3% | +19.0% | -47.3% | -36.7% |
| 3M | -20.4% | +14.4% | -34.8% | -28.2% |
| 6M | -14.3% | +22.6% | -36.9% | -27.5% |
| YTD | +2.8% | +19.2% | -16.5% | -13.0% |
| 1Y | -1.2% | +19.6% | -20.8% | -17.0% |
| 3Y | +135.3% | +26.1% | +109.2% | +71.7% |
| 5Y | +62.6% | +0.1% | +62.5% | +45.4% |
| 10Y | +1,384.3% | +163.3% | +1,221.0% | +488.8% |
| All | +5,847.8% | +1,058.8% | +4,789.0% | +478.1% |
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 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