+15.7%
BABA vs AWK
+152.9%
-137.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.3% | -2.6% |
| 7D | +2.4% | +2.7% | -0.3% | +2.1% |
| 30D | -7.8% | +16.7% | -24.4% | -9.3% |
| 3M | -22.4% | +11.7% | -34.1% | -23.3% |
| 6M | -26.0% | +21.9% | -47.9% | -27.8% |
| YTD | -29.3% | +17.6% | -46.9% | -30.9% |
| 1Y | -37.5% | +19.8% | -57.3% | -39.1% |
| 3Y | +31.9% | +31.0% | +0.9% | +24.6% |
| 5Y | -33.4% | -3.0% | -30.5% | -34.4% |
| 10Y | +15.7% | +156.8% | -141.1% | -0.5% |
| All | +15.7% | +152.9% | -137.2% | -0.5% |
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