+558.6%
QQQ vs AWK
+132.0%
+426.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.3% |
| 7D | -0.6% | -2.1% | +1.6% | 0.0% |
| 30D | -1.2% | +2.1% | -3.3% | -1.8% |
| 3M | -0.2% | +11.4% | -11.6% | -3.5% |
| 6M | +17.9% | +3.9% | +14.0% | +15.9% |
| YTD | +16.6% | +7.7% | +8.9% | +13.1% |
| 1Y | +23.0% | +1.3% | +21.7% | +21.1% |
| 3Y | +92.9% | +7.2% | +85.8% | +81.0% |
| 5Y | +95.6% | -17.0% | +112.6% | +101.2% |
| All | +558.6% | +132.0% | +426.6% | +387.9% |
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