+259.4%
XLB vs AWK
+969.7%
-710.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -1.4% | +1.7% | -3.1% | -2.1% |
| 30D | -0.4% | +5.6% | -6.0% | -2.6% |
| 3M | +2.0% | +15.9% | -13.9% | -4.2% |
| 6M | +1.8% | +4.6% | -2.7% | -0.6% |
| YTD | +16.6% | +10.1% | +6.5% | +11.2% |
| 1Y | +16.9% | +2.1% | +14.8% | +14.6% |
| 3Y | +32.6% | +9.8% | +22.7% | +23.0% |
| 5Y | +35.6% | -15.4% | +51.0% | +39.3% |
| 10Y | +160.0% | +129.4% | +30.6% | +62.2% |
| All | +259.4% | +969.7% | -710.3% | -8.5% |
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