+626.5%
XLV vs AWK
+963.1%
-336.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.2% | -0.4% |
| 7D | -4.4% | -0.7% | -3.6% | -4.1% |
| 30D | -1.4% | +2.8% | -4.2% | -2.4% |
| 3M | +8.9% | +11.3% | -2.5% | +4.7% |
| 6M | +9.1% | +6.7% | +2.4% | +6.2% |
| YTD | +7.9% | +9.4% | -1.4% | +4.0% |
| 1Y | +22.7% | +3.7% | +19.0% | +20.2% |
| 3Y | +31.9% | +9.2% | +22.7% | +24.4% |
| 5Y | +34.9% | -15.7% | +50.6% | +38.6% |
| 10Y | +173.9% | +135.3% | +38.6% | +89.3% |
| All | +626.5% | +963.1% | -336.6% | +168.0% |
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 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