+31.1%
BABA vs AWK
+30.8%
+0.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.2% |
| 7D | -3.6% | 0.0% | -3.6% | -3.6% |
| 30D | -8.4% | +15.5% | -23.9% | -6.6% |
| 3M | -20.6% | +10.0% | -30.6% | -19.5% |
| 6M | -25.4% | +20.4% | -45.8% | -23.7% |
| YTD | -30.1% | +17.1% | -47.2% | -28.7% |
| 1Y | -36.3% | +18.3% | -54.5% | -34.9% |
| All | +31.1% | +30.8% | +0.4% | +27.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling