+3,389.8%
SOXX vs AWK
+963.1%
+2,426.7%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.6% |
| 7D | +3.0% | -0.7% | +3.8% | +3.3% |
| 30D | -3.1% | +2.8% | -5.9% | -4.1% |
| 3M | -4.4% | +11.3% | -15.7% | -8.3% |
| 6M | +52.9% | +6.7% | +46.2% | +47.8% |
| YTD | +72.0% | +9.4% | +62.6% | +64.3% |
| 1Y | +105.1% | +3.7% | +101.4% | +98.4% |
| 3Y | +220.6% | +9.2% | +211.4% | +192.2% |
| 5Y | +244.8% | -15.7% | +260.5% | +247.6% |
| 10Y | +1,537.1% | +135.3% | +1,401.9% | +934.3% |
| All | +3,389.8% | +963.1% | +2,426.7% | +907.5% |
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 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