+29.8%
XYZ vs AWK
+19.4%
+10.5%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.8% | -4.1% | -3.2% |
| 7D | +12.6% | +2.7% | +9.9% | +13.2% |
| 30D | +10.8% | +16.7% | -5.9% | +15.7% |
| 3M | +8.4% | +11.7% | -3.4% | +11.6% |
| 6M | +14.3% | +21.9% | -7.6% | +24.4% |
| YTD | +31.5% | +17.6% | +13.9% | +43.6% |
| All | +29.8% | +19.4% | +10.5% | +43.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling