-9.3%
SHOP vs AWK
-15.0%
+5.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -0.2% | -7.3% | -7.5% |
| 7D | -4.1% | +2.2% | -6.3% | -4.7% |
| 30D | -11.5% | +4.4% | -16.0% | -12.7% |
| 3M | +21.1% | +15.4% | +5.7% | +16.2% |
| 6M | +3.0% | +3.5% | -0.5% | +1.7% |
| YTD | -16.7% | +9.8% | -26.5% | -19.7% |
| 1Y | -8.3% | +3.0% | -11.3% | -9.9% |
| 3Y | +112.8% | +9.7% | +103.2% | +86.2% |
| 5Y | -9.3% | -17.2% | +7.9% | -14.5% |
| All | -9.3% | -15.0% | +5.8% | -14.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling