+7,360.9%
QLD vs AWK
+969.7%
+6,391.2%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.5% | +0.4% |
| 7D | +0.6% | +1.7% | -1.2% | -0.6% |
| 30D | -0.1% | +5.6% | -5.7% | -3.9% |
| 3M | -8.4% | +15.9% | -24.2% | -18.5% |
| 6M | +32.2% | +4.6% | +27.6% | +24.7% |
| YTD | +28.9% | +10.1% | +18.9% | +16.4% |
| 1Y | +43.8% | +2.1% | +41.7% | +35.1% |
| 3Y | +176.6% | +9.8% | +166.7% | +125.4% |
| 5Y | +121.6% | -15.4% | +136.9% | +125.8% |
| 10Y | +1,652.9% | +129.4% | +1,523.5% | +677.9% |
| All | +7,360.9% | +969.7% | +6,391.2% | +673.3% |
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 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