+64.3%
XLF vs AWK
-17.6%
+81.8%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +1.0% |
| 7D | -1.5% | -2.1% | +0.7% | -1.0% |
| 30D | -1.2% | +2.1% | -3.2% | -1.6% |
| 3M | +9.2% | +11.4% | -2.2% | +6.5% |
| 6M | +16.3% | +3.9% | +12.4% | +15.0% |
| YTD | +5.4% | +7.7% | -2.3% | +3.2% |
| 1Y | +7.6% | +1.3% | +6.3% | +6.8% |
| 3Y | +74.2% | +7.2% | +67.0% | +66.9% |
| All | +64.3% | -17.6% | +81.8% | +58.0% |
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