+150.6%
AKAM vs AWK
+1,044.2%
-893.6%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.4% | -2.7% | -1.8% |
| 7D | +2.8% | +0.1% | +2.6% | +2.7% |
| 30D | -6.9% | +14.3% | -21.1% | -11.8% |
| 3M | -31.8% | +10.3% | -42.1% | -34.7% |
| 6M | -47.0% | +18.9% | -65.9% | -51.0% |
| YTD | -2.1% | +17.7% | -19.8% | -9.3% |
| 1Y | -3.7% | +16.9% | -20.5% | -10.6% |
| 3Y | -23.0% | +32.2% | -55.2% | -34.7% |
| 5Y | -23.4% | -2.2% | -21.2% | -26.6% |
| 10Y | +30.5% | +156.1% | -125.6% | -26.8% |
| All | +150.6% | +1,044.2% | -893.6% | -42.8% |
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