-19.5%
BABA vs AWK
+1.1%
-20.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.6% |
| 7D | -0.2% | +2.2% | -2.3% | +0.5% |
| 30D | -12.3% | +4.4% | -16.7% | -11.1% |
| 3M | -5.3% | +15.4% | -20.7% | -1.5% |
| 6M | -13.1% | +3.5% | -16.6% | -11.7% |
| YTD | -22.4% | +9.8% | -32.2% | -20.4% |
| 1Y | -19.5% | +3.0% | -22.5% | -20.4% |
| All | -19.5% | +1.1% | -20.6% | -20.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling