-6.1%
SHOP vs AWK
+18.8%
-24.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +1.7% |
| 7D | -2.5% | 0.0% | -2.5% | -2.4% |
| 30D | -16.7% | +15.5% | -32.2% | -12.6% |
| 3M | -2.2% | +10.0% | -12.2% | +1.2% |
| 6M | +45.6% | +20.4% | +25.1% | +58.7% |
| YTD | -7.3% | +17.1% | -24.3% | -1.3% |
| 1Y | -6.1% | +18.3% | -24.3% | +1.2% |
| All | -6.1% | +18.8% | -24.9% | +1.2% |
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