+148.7%
XLK vs AWK
-17.6%
+166.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.9% | +1.4% |
| 7D | +0.2% | -2.1% | +2.3% | +0.3% |
| 30D | -0.6% | +2.1% | -2.7% | -0.8% |
| 3M | +2.6% | +11.4% | -8.8% | +1.5% |
| 6M | +34.0% | +3.9% | +30.1% | +33.4% |
| YTD | +30.7% | +7.7% | +23.0% | +29.4% |
| 1Y | +39.2% | +1.3% | +37.9% | +39.0% |
| 3Y | +120.4% | +7.2% | +113.3% | +112.8% |
| All | +148.7% | -17.6% | +166.3% | +153.5% |
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 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