+8,434.7%
SHOP vs AWK
+228.8%
+8,205.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -5.1% | +1.7% | -6.8% | -5.7% |
| 30D | +0.6% | +5.6% | -5.0% | -1.4% |
| 3M | +25.0% | +15.9% | +9.2% | +18.5% |
| 6M | +11.9% | +4.6% | +7.3% | +9.4% |
| YTD | -9.9% | +10.1% | -19.9% | -13.9% |
| 1Y | 0.0% | +2.1% | -2.1% | -2.3% |
| 3Y | +117.5% | +9.8% | +107.6% | +95.5% |
| 5Y | -6.6% | -15.4% | +8.7% | -5.6% |
| 10Y | +3,320.3% | +129.4% | +3,190.9% | +2,473.3% |
| All | +8,434.7% | +228.8% | +8,205.9% | +5,658.0% |
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