+448.7%
AXP vs AWK
+158.1%
+290.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -0.8% |
| 7D | +0.6% | +4.1% | -3.5% | -0.8% |
| 30D | +5.8% | +18.0% | -12.2% | 0.0% |
| 3M | -6.0% | +12.2% | -18.2% | -9.8% |
| 6M | +0.3% | +21.2% | -20.9% | -6.5% |
| YTD | -12.3% | +17.6% | -29.8% | -17.9% |
| 1Y | -11.2% | +19.2% | -30.5% | -17.5% |
| 3Y | +117.0% | +26.7% | +90.3% | +88.5% |
| 5Y | +93.2% | -1.3% | +94.5% | +86.0% |
| All | +448.7% | +158.1% | +290.6% | +314.0% |
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 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