+873.3%
AXP vs AWK
+969.7%
-96.4%
-79.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -2.1% | +1.7% | -3.8% | -2.8% |
| 30D | -6.5% | +5.6% | -12.1% | -8.7% |
| 3M | +4.6% | +15.9% | -11.2% | -1.9% |
| 6M | +5.4% | +4.6% | +0.8% | +2.7% |
| YTD | -11.1% | +10.1% | -21.2% | -15.7% |
| 1Y | -0.3% | +2.1% | -2.4% | -2.7% |
| 3Y | +111.6% | +9.8% | +101.7% | +92.4% |
| 5Y | +117.6% | -15.4% | +132.9% | +121.2% |
| 10Y | +474.1% | +129.4% | +344.7% | +242.8% |
| All | +873.3% | +969.7% | -96.4% | +105.1% |
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