-63.7%
XYZ vs AWK
-2.4%
-61.3%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.4% | +1.5% | +2.3% |
| 7D | -1.1% | +0.1% | -1.2% | -1.1% |
| 30D | +11.5% | +14.3% | -2.8% | +5.9% |
| 3M | +1.8% | +10.3% | -8.5% | -2.1% |
| 6M | +21.2% | +18.9% | +2.3% | +12.9% |
| YTD | +29.9% | +17.7% | +12.2% | +20.1% |
| 1Y | +35.8% | +16.9% | +18.9% | +25.6% |
| 3Y | +62.6% | +32.2% | +30.4% | +20.8% |
| All | -63.7% | -2.4% | -61.3% | -68.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling