+247.9%
SOXX vs AWK
-17.6%
+265.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.4% | +1.8% |
| 7D | +1.4% | -2.1% | +3.5% | +1.4% |
| 30D | -3.6% | +2.1% | -5.6% | -3.6% |
| 3M | -10.2% | +11.4% | -21.5% | -10.4% |
| 6M | +54.2% | +3.9% | +50.3% | +54.3% |
| YTD | +75.2% | +7.7% | +67.5% | +74.6% |
| 1Y | +107.5% | +1.3% | +106.2% | +108.0% |
| 3Y | +226.8% | +7.2% | +219.6% | +215.9% |
| All | +247.9% | -17.6% | +265.5% | +247.2% |
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 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