+36.0%
XLB vs AWK
+10.9%
+25.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -1.4% | +1.7% | -3.1% | -1.7% |
| 30D | -0.4% | +5.6% | -6.0% | -1.3% |
| 3M | +2.0% | +15.9% | -13.9% | -0.5% |
| 6M | +1.8% | +4.6% | -2.7% | +0.9% |
| YTD | +16.6% | +10.1% | +6.5% | +14.5% |
| 1Y | +16.9% | +2.1% | +14.8% | +16.3% |
| All | +36.0% | +10.9% | +25.0% | +29.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling