+794.3%
XLY vs AWK
+963.1%
-168.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -3.9% | -0.7% | -3.1% | -3.6% |
| 30D | -6.1% | +2.8% | -8.9% | -7.0% |
| 3M | -1.2% | +11.3% | -12.5% | -5.2% |
| 6M | -1.8% | +6.7% | -8.5% | -4.7% |
| YTD | -5.9% | +9.4% | -15.2% | -9.8% |
| 1Y | -3.1% | +3.7% | -6.8% | -5.6% |
| 3Y | +36.0% | +9.2% | +26.7% | +26.2% |
| 5Y | +27.6% | -15.7% | +43.3% | +30.3% |
| 10Y | +216.8% | +135.3% | +81.5% | +101.8% |
| All | +794.3% | +963.1% | -168.8% | +149.2% |
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 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