+109.8%
AAPL vs AWK
-16.7%
+126.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.2% | -0.3% |
| 7D | -3.0% | +0.6% | -3.6% | -3.1% |
| 30D | +2.3% | +4.3% | -2.0% | +1.3% |
| 3M | +8.6% | +12.5% | -3.9% | +5.8% |
| 6M | +21.6% | +3.3% | +18.3% | +20.4% |
| YTD | +16.3% | +9.8% | +6.5% | +13.4% |
| 1Y | +35.1% | +2.9% | +32.2% | +33.7% |
| 3Y | +79.4% | +9.6% | +69.8% | +70.4% |
| 5Y | +109.8% | -16.7% | +126.5% | +111.2% |
| All | +109.8% | -16.7% | +126.6% | +111.2% |
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