+59.3%
XLF vs AWK
-2.4%
+61.7%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.5% |
| 7D | +2.7% | +0.1% | +2.5% | +2.6% |
| 30D | +7.6% | +14.3% | -6.6% | +4.4% |
| 3M | +1.1% | +10.3% | -9.2% | -1.2% |
| 6M | +15.9% | +18.9% | -3.1% | +11.2% |
| YTD | +8.4% | +17.7% | -9.3% | +3.9% |
| 1Y | +12.5% | +16.9% | -4.4% | +7.9% |
| 3Y | +81.6% | +32.2% | +49.4% | +62.3% |
| All | +59.3% | -2.4% | +61.7% | +49.2% |
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