+554.0%
XYZ vs AWK
+225.9%
+328.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.1% | +2.3% |
| 7D | +12.1% | +4.1% | +8.0% | +10.2% |
| 30D | +12.4% | +18.0% | -5.6% | +4.2% |
| 3M | +8.2% | +12.2% | -4.0% | +2.5% |
| 6M | +20.7% | +21.2% | -0.6% | +9.8% |
| YTD | +31.3% | +17.6% | +13.8% | +19.7% |
| 1Y | +20.5% | +19.2% | +1.3% | +8.6% |
| 3Y | +72.6% | +26.7% | +45.9% | +40.5% |
| 5Y | -64.0% | -1.3% | -62.7% | -65.7% |
| 10Y | +601.8% | +159.7% | +442.2% | +408.2% |
| All | +554.0% | +225.9% | +328.1% | +362.9% |
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