+407.0%
AXP vs AWK
+157.1%
+249.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.3% |
| 7D | -0.1% | +0.1% | -0.3% | -0.2% |
| 30D | +4.4% | +14.3% | -9.8% | -0.3% |
| 3M | -6.4% | +10.3% | -16.7% | -9.6% |
| 6M | +4.2% | +18.9% | -14.8% | -2.3% |
| YTD | -12.4% | +17.7% | -30.1% | -18.1% |
| 1Y | -11.1% | +16.9% | -28.0% | -16.8% |
| 3Y | +114.9% | +32.2% | +82.7% | +82.7% |
| 5Y | +87.4% | -2.2% | +89.6% | +81.3% |
| All | +407.0% | +157.1% | +249.9% | +275.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling