+30.9%
XLB vs AWK
-2.3%
+33.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.1% |
| 7D | -1.4% | +1.2% | -2.6% | -1.7% |
| 30D | +7.1% | +15.8% | -8.7% | +2.7% |
| 3M | +0.6% | +11.0% | -10.4% | -2.5% |
| 6M | +3.5% | +21.0% | -17.5% | -2.3% |
| YTD | +18.2% | +16.7% | +1.5% | +12.4% |
| 1Y | +25.6% | +17.2% | +8.4% | +19.1% |
| 3Y | +46.7% | +29.2% | +17.5% | +29.8% |
| 5Y | +30.9% | -2.3% | +33.2% | +26.2% |
| All | +30.9% | -2.3% | +33.2% | +26.2% |
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