+208.7%
AKAM vs AWK
+969.7%
-760.9%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -2.1% | +1.7% | -3.8% | -2.7% |
| 30D | -13.9% | +5.6% | -19.5% | -15.9% |
| 3M | -33.8% | +15.9% | -49.7% | -37.9% |
| 6M | +2.2% | +4.6% | -2.4% | -0.6% |
| YTD | +20.6% | +10.1% | +10.5% | +15.1% |
| 1Y | +36.3% | +2.1% | +34.2% | +33.5% |
| 3Y | -0.1% | +9.8% | -10.0% | -8.1% |
| 5Y | -7.5% | -15.4% | +7.8% | -5.7% |
| 10Y | +90.2% | +129.4% | -39.2% | +12.2% |
| All | +208.7% | +969.7% | -760.9% | -27.4% |
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