+481.2%
ADSK vs AWK
+966.9%
-485.7%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | -14.5% | +0.6% | -15.1% | -14.8% |
| 30D | -19.3% | +4.3% | -23.6% | -20.8% |
| 3M | -7.8% | +12.5% | -20.3% | -12.4% |
| 6M | -20.8% | +3.3% | -24.1% | -22.4% |
| YTD | -30.2% | +9.8% | -40.0% | -33.7% |
| 1Y | -36.5% | +2.9% | -39.4% | -38.1% |
| 3Y | -5.7% | +9.6% | -15.3% | -14.0% |
| 5Y | -28.2% | -16.7% | -11.5% | -25.4% |
| 10Y | +209.1% | +136.1% | +73.0% | +85.4% |
| All | +481.2% | +966.9% | -485.7% | +39.1% |
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