+1.4%
AVGO vs AWK
+1.9%
-0.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.9% | -0.8% |
| 7D | +1.1% | -2.1% | +3.3% | -0.5% |
| 30D | -13.0% | +2.1% | -15.0% | -11.4% |
| 3M | -6.0% | +11.4% | -17.3% | +2.9% |
| 6M | +6.4% | +3.9% | +2.5% | +11.1% |
| YTD | +5.0% | +7.7% | -2.7% | +13.0% |
| 1Y | +1.4% | +1.3% | +0.1% | +2.0% |
| All | +1.4% | +1.9% | -0.5% | +2.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling