+81.6%
XLF vs AWK
+31.5%
+50.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.7% |
| 7D | +2.7% | +0.1% | +2.5% | +2.6% |
| 30D | +7.6% | +14.3% | -6.6% | +6.5% |
| 3M | +1.1% | +10.3% | -9.2% | +0.2% |
| 6M | +15.9% | +18.9% | -3.1% | +14.3% |
| YTD | +8.4% | +17.7% | -9.3% | +6.9% |
| 1Y | +12.5% | +16.9% | -4.4% | +11.0% |
| 3Y | +81.6% | +32.2% | +49.4% | +71.8% |
| All | +81.6% | +31.5% | +50.1% | +71.8% |
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