+79.9%
AAPL vs AWK
+9.6%
+70.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -0.9% | -1.2% |
| 7D | -2.7% | +2.2% | -4.9% | -2.8% |
| 30D | +1.0% | +4.4% | -3.4% | +1.0% |
| 3M | +5.0% | +15.4% | -10.4% | +5.2% |
| 6M | +23.0% | +3.5% | +19.5% | +23.0% |
| YTD | +16.6% | +9.8% | +6.8% | +16.8% |
| 1Y | +33.4% | +3.0% | +30.4% | +33.7% |
| 3Y | +79.9% | +9.7% | +70.2% | +78.6% |
| All | +79.9% | +9.6% | +70.3% | +78.6% |
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