+17.1%
BABA vs AWK
+158.1%
-141.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.4% |
| 7D | +11.6% | +4.1% | +7.5% | +11.2% |
| 30D | +2.3% | +18.0% | -15.7% | +0.4% |
| 3M | -13.7% | +12.2% | -25.9% | -14.8% |
| 6M | -21.9% | +21.2% | -43.1% | -23.8% |
| YTD | -24.6% | +17.6% | -42.2% | -26.3% |
| 1Y | -34.1% | +19.2% | -53.3% | -35.8% |
| 3Y | +36.3% | +26.7% | +9.5% | +29.5% |
| 5Y | -26.7% | -1.3% | -25.4% | -28.0% |
| All | +17.1% | +158.1% | -141.0% | -0.7% |
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