+1,683.3%
QQQ vs AWK
+967.2%
+716.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | +1.5% | +2.2% | -0.7% | +0.8% |
| 30D | -0.6% | +4.4% | -5.1% | -2.2% |
| 3M | +0.4% | +15.4% | -14.9% | -4.8% |
| 6M | +20.1% | +3.5% | +16.5% | +17.6% |
| YTD | +17.2% | +9.8% | +7.4% | +12.1% |
| 1Y | +24.7% | +3.0% | +21.7% | +21.5% |
| 3Y | +96.2% | +9.7% | +86.5% | +80.7% |
| 5Y | +94.4% | -17.2% | +111.5% | +99.2% |
| 10Y | +556.7% | +126.1% | +430.6% | +329.7% |
| All | +1,683.3% | +967.2% | +716.1% | +433.8% |
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