+339.7%
AVGO vs AWK
+9.9%
+329.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.2% |
| 7D | -0.8% | +0.6% | -1.4% | -0.4% |
| 30D | -13.7% | +4.3% | -18.0% | -11.4% |
| 3M | -6.9% | +12.5% | -19.5% | +0.3% |
| 6M | +5.8% | +3.3% | +2.5% | +9.5% |
| YTD | +5.7% | +9.8% | -4.1% | +13.3% |
| 1Y | +9.0% | +2.9% | +6.1% | +14.1% |
| All | +339.7% | +9.9% | +329.8% | +409.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling