-10.8%
SHOP vs AWK
+2.8%
-13.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | 0.0% | -5.4% | -5.5% |
| 7D | -10.6% | +0.6% | -11.2% | -10.5% |
| 30D | -18.3% | +4.3% | -22.6% | -17.2% |
| 3M | +14.8% | +12.5% | +2.3% | +20.6% |
| 6M | -5.0% | +3.3% | -8.3% | -3.3% |
| YTD | -21.2% | +9.8% | -31.0% | -17.9% |
| All | -10.8% | +2.8% | -13.7% | -8.3% |
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