+62.6%
XYZ vs AWK
+31.5%
+31.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.4% | +1.5% | +3.0% |
| 7D | -1.1% | +0.1% | -1.2% | -1.0% |
| 30D | +11.5% | +14.3% | -2.8% | +14.2% |
| 3M | +1.8% | +10.3% | -8.5% | +3.6% |
| 6M | +21.2% | +18.9% | +2.3% | +25.8% |
| YTD | +29.9% | +17.7% | +12.2% | +35.3% |
| 1Y | +35.8% | +16.9% | +18.9% | +41.3% |
| 3Y | +62.6% | +32.2% | +30.4% | +56.1% |
| All | +62.6% | +31.5% | +31.1% | +56.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling