+2,770.9%
AVGO vs AWK
+132.0%
+2,638.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.9% | +0.5% |
| 7D | +1.1% | -2.1% | +3.3% | +1.5% |
| 30D | -13.0% | +2.1% | -15.0% | -13.3% |
| 3M | -6.0% | +11.4% | -17.3% | -7.9% |
| 6M | +6.4% | +3.9% | +2.5% | +5.2% |
| YTD | +5.0% | +7.7% | -2.7% | +2.9% |
| 1Y | +1.4% | +1.3% | +0.1% | +0.3% |
| 3Y | +336.8% | +7.2% | +329.6% | +309.9% |
| 5Y | +698.2% | -17.0% | +715.2% | +720.0% |
| All | +2,770.9% | +132.0% | +2,638.9% | +2,045.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling