+563.5%
XLI vs AWK
+969.7%
-406.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.5% |
| 7D | -1.1% | +1.7% | -2.8% | -1.7% |
| 30D | -5.9% | +5.6% | -11.5% | -7.9% |
| 3M | -0.3% | +15.9% | -16.1% | -6.1% |
| 6M | +0.1% | +4.6% | -4.4% | -2.3% |
| YTD | +13.6% | +10.1% | +3.5% | +8.4% |
| 1Y | +17.2% | +2.1% | +15.1% | +14.7% |
| 3Y | +68.2% | +9.8% | +58.4% | +55.5% |
| 5Y | +80.7% | -15.4% | +96.1% | +84.6% |
| 10Y | +253.3% | +129.4% | +123.9% | +121.9% |
| All | +563.5% | +969.7% | -406.2% | +75.6% |
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