+278.5%
AVGO vs AWK
+31.5%
+247.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.4% | -6.1% | -3.8% |
| 7D | +18.2% | +0.1% | +18.0% | +18.4% |
| 30D | +0.2% | +14.3% | -14.0% | +10.3% |
| 3M | -16.8% | +10.3% | -27.1% | -10.3% |
| 6M | -16.5% | +18.9% | -35.4% | -4.7% |
| YTD | +0.8% | +17.7% | -16.9% | +15.2% |
| 1Y | +2.8% | +16.9% | -14.0% | +17.6% |
| 3Y | +278.5% | +32.2% | +246.4% | +357.9% |
| All | +278.5% | +31.5% | +247.0% | +357.9% |
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 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