+872.8%
AXP vs AWK
+1,058.8%
-186.0%
-79.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.9% | -4.2% | -3.1% |
| 7D | +0.4% | +7.2% | -6.8% | -2.4% |
| 30D | +7.0% | +19.0% | -12.0% | -0.5% |
| 3M | -6.6% | +14.4% | -21.0% | -11.8% |
| 6M | +3.5% | +22.6% | -19.1% | -5.5% |
| YTD | -11.2% | +19.2% | -30.4% | -18.6% |
| 1Y | -10.2% | +19.6% | -29.7% | -17.9% |
| 3Y | +120.0% | +26.1% | +94.0% | +88.1% |
| 5Y | +95.6% | +0.1% | +95.5% | +84.3% |
| 10Y | +468.1% | +163.3% | +304.8% | +218.6% |
| All | +872.8% | +1,058.8% | -186.0% | +97.9% |
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 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