+31,416.6%
AVGO vs AWK
+944.4%
+30,472.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -3.0% | +1.7% | -4.7% | -3.4% |
| 30D | -14.4% | +5.6% | -20.0% | -15.6% |
| 3M | -14.4% | +15.9% | -30.3% | -18.0% |
| 6M | +13.1% | +4.6% | +8.6% | +11.0% |
| YTD | +3.8% | +10.1% | -6.3% | +0.2% |
| 1Y | +17.8% | +2.1% | +15.7% | +15.4% |
| 3Y | +325.3% | +9.8% | +315.4% | +289.2% |
| 5Y | +689.9% | -15.4% | +705.3% | +698.2% |
| 10Y | +2,597.0% | +129.4% | +2,467.6% | +1,635.9% |
| All | +31,416.6% | +944.4% | +30,472.2% | +8,189.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling