+27.1%
BABA vs AWK
+10.2%
+16.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | -4.8% | +1.7% | -6.5% | -4.6% |
| 30D | -11.9% | +5.6% | -17.5% | -11.5% |
| 3M | -9.3% | +15.9% | -25.1% | -8.5% |
| 6M | -14.2% | +4.6% | -18.8% | -13.8% |
| YTD | -22.0% | +10.1% | -32.1% | -21.6% |
| 1Y | -12.7% | +2.1% | -14.8% | -12.2% |
| All | +27.1% | +10.2% | +16.9% | +18.4% |
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 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