+6,283.0%
AMZN vs AWK
+969.7%
+5,313.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | 0.0% | -0.1% |
| 7D | -3.0% | +1.7% | -4.7% | -3.5% |
| 30D | -5.2% | +5.6% | -10.8% | -6.8% |
| 3M | +1.9% | +15.9% | -14.0% | -3.4% |
| 6M | +19.2% | +4.6% | +14.7% | +16.6% |
| YTD | +12.0% | +10.1% | +1.9% | +7.4% |
| 1Y | +9.7% | +2.1% | +7.6% | +7.5% |
| 3Y | +87.2% | +9.8% | +77.3% | +71.9% |
| 5Y | +48.7% | -15.4% | +64.0% | +51.0% |
| 10Y | +569.3% | +129.4% | +439.9% | +320.9% |
| All | +6,283.0% | +969.7% | +5,313.3% | +1,616.9% |
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