+32,043.9%
AVGO vs AWK
+1,002.1%
+31,041.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.8% | +6.3% | +5.7% |
| 7D | +25.0% | -2.6% | +27.6% | +25.7% |
| 30D | +2.0% | +14.2% | -12.2% | -1.4% |
| 3M | -12.3% | +10.0% | -22.3% | -14.6% |
| 6M | -12.8% | +17.1% | -29.9% | -16.8% |
| YTD | +5.9% | +16.1% | -10.3% | +0.6% |
| 1Y | +3.3% | +17.5% | -14.2% | -2.5% |
| 3Y | +293.1% | +29.3% | +263.7% | +238.6% |
| 5Y | +606.7% | -3.5% | +610.2% | +582.5% |
| 10Y | +2,733.6% | +152.7% | +2,580.9% | +1,662.0% |
| All | +32,043.9% | +1,002.1% | +31,041.8% | +8,223.3% |
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