+636.0%
AZN vs AWK
+966.9%
-330.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | -2.9% | +0.6% | -3.5% | -3.1% |
| 30D | -3.1% | +4.3% | -7.4% | -4.5% |
| 3M | -14.4% | +12.5% | -27.0% | -17.9% |
| 6M | -19.5% | +3.3% | -22.8% | -20.6% |
| YTD | -13.8% | +9.8% | -23.5% | -16.8% |
| 1Y | -2.4% | +2.9% | -5.3% | -4.0% |
| 3Y | +21.3% | +9.6% | +11.7% | +15.1% |
| 5Y | +53.6% | -16.7% | +70.3% | +58.5% |
| 10Y | +220.1% | +136.1% | +84.1% | +115.7% |
| All | +636.0% | +966.9% | -330.9% | +148.9% |
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