+23.0%
QQQ vs AWK
+1.9%
+21.0%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +0.4% |
| 7D | -0.6% | -2.1% | +1.6% | -1.2% |
| 30D | -1.2% | +2.1% | -3.3% | -0.5% |
| 3M | -0.2% | +11.4% | -11.6% | +3.5% |
| 6M | +17.9% | +3.9% | +14.0% | +20.5% |
| YTD | +16.6% | +7.7% | +8.9% | +20.6% |
| 1Y | +23.0% | +1.3% | +21.7% | +24.3% |
| All | +23.0% | +1.9% | +21.0% | +24.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling