+120.2%
AXP vs AWK
+27.0%
+93.2%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.0% |
| 7D | -1.1% | +1.2% | -2.3% | -1.0% |
| 30D | +5.2% | +15.8% | -10.5% | +6.6% |
| 3M | -4.6% | +11.0% | -15.6% | -3.7% |
| 6M | +3.2% | +21.0% | -17.8% | +5.3% |
| YTD | -11.3% | +16.7% | -28.1% | -9.8% |
| 1Y | -11.0% | +17.2% | -28.2% | -9.4% |
| 3Y | +120.2% | +29.2% | +91.0% | +118.8% |
| All | +120.2% | +27.0% | +93.2% | +118.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling