+638.0%
XYZ vs AWK
+146.2%
+491.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.7% | +4.3% | +3.9% |
| 7D | +14.9% | +1.2% | +13.7% | +14.3% |
| 30D | +14.7% | +15.8% | -1.1% | +6.8% |
| 3M | +12.1% | +11.0% | +1.1% | +6.4% |
| 6M | +18.3% | +21.0% | -2.7% | +7.1% |
| YTD | +36.1% | +16.7% | +19.3% | +23.7% |
| 1Y | +35.3% | +17.2% | +18.2% | +22.3% |
| 3Y | +73.5% | +29.2% | +44.3% | +36.8% |
| 5Y | -61.6% | -2.3% | -59.3% | -63.3% |
| 10Y | +638.0% | +150.5% | +487.5% | +395.3% |
| All | +638.0% | +146.2% | +491.8% | +395.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling