+720.4%
AVGO vs AWK
-16.7%
+737.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.2% | +3.2% | +3.0% |
| 7D | -0.3% | +2.2% | -2.5% | 0.0% |
| 30D | -13.8% | +4.4% | -18.3% | -13.3% |
| 3M | -6.9% | +15.4% | -22.3% | -5.4% |
| 6M | +11.9% | +3.5% | +8.4% | +13.0% |
| YTD | +6.9% | +9.8% | -2.9% | +8.3% |
| 1Y | +7.4% | +3.0% | +4.4% | +8.8% |
| 3Y | +345.6% | +9.7% | +335.9% | +341.1% |
| All | +720.4% | -16.7% | +737.1% | +757.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling