+533.2%
XYZ vs AWK
+205.1%
+328.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -1.0% | +1.7% | -2.7% | -1.7% |
| 30D | -1.7% | +5.6% | -7.3% | -4.1% |
| 3M | +16.7% | +15.9% | +0.9% | +8.8% |
| 6M | +26.9% | +4.6% | +22.3% | +23.0% |
| YTD | +27.1% | +10.1% | +17.1% | +19.6% |
| 1Y | +9.3% | +2.1% | +7.2% | +6.0% |
| 3Y | +42.3% | +9.8% | +32.4% | +25.8% |
| 5Y | -69.3% | -15.4% | -54.0% | -68.6% |
| 10Y | +586.8% | +129.4% | +457.4% | +413.8% |
| All | +533.2% | +205.1% | +328.1% | +362.3% |
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 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