+7,218.2%
AAPL vs AWK
+1,044.2%
+6,174.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | -0.1% |
| 7D | +4.1% | +0.1% | +4.0% | +4.1% |
| 30D | +4.0% | +14.3% | -10.3% | -0.9% |
| 3M | +16.8% | +10.3% | +6.5% | +12.7% |
| 6M | +19.4% | +18.9% | +0.5% | +12.0% |
| YTD | +31.5% | +17.7% | +13.8% | +23.0% |
| 1Y | +31.0% | +16.9% | +14.1% | +22.7% |
| 3Y | +95.3% | +32.2% | +63.1% | +69.3% |
| 5Y | +143.4% | -2.2% | +145.5% | +135.6% |
| 10Y | +1,330.5% | +156.1% | +1,174.4% | +849.1% |
| All | +7,218.2% | +1,044.2% | +6,174.0% | +2,411.6% |
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 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