+6,503.5%
AMZN vs AWK
+1,028.7%
+5,474.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.7% |
| 7D | +2.8% | -2.6% | +5.4% | +3.6% |
| 30D | +3.4% | +14.2% | -10.7% | -1.1% |
| 3M | +0.1% | +10.0% | -10.0% | -3.3% |
| 6M | +0.6% | +17.1% | -16.5% | -5.2% |
| YTD | +15.9% | +16.1% | -0.3% | +8.9% |
| 1Y | +9.5% | +17.5% | -8.0% | +2.3% |
| 3Y | +86.3% | +29.3% | +57.0% | +60.3% |
| 5Y | +51.7% | -3.5% | +55.2% | +47.0% |
| 10Y | +623.8% | +152.7% | +471.1% | +337.2% |
| All | +6,503.5% | +1,028.7% | +5,474.7% | +1,640.9% |
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