+8,534.1%
SHOP vs AWK
+247.0%
+8,287.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.4% |
| 7D | +2.1% | -2.6% | +4.7% | +3.0% |
| 30D | -16.8% | +14.2% | -31.0% | -20.8% |
| 3M | -2.4% | +10.0% | -12.5% | -6.0% |
| 6M | +47.0% | +17.1% | +29.9% | +38.1% |
| YTD | -8.8% | +16.1% | -24.9% | -14.8% |
| 1Y | -6.3% | +17.5% | -23.8% | -13.1% |
| 3Y | +139.3% | +29.3% | +110.0% | +97.7% |
| 5Y | -12.1% | -3.5% | -8.6% | -15.4% |
| 10Y | +3,601.0% | +152.7% | +3,448.3% | +2,602.7% |
| All | +8,534.1% | +247.0% | +8,287.1% | +5,598.3% |
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 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