-31.3%
BABA vs AWK
-15.4%
-15.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | -4.8% | +1.7% | -6.5% | -4.8% |
| 30D | -11.9% | +5.6% | -17.5% | -12.1% |
| 3M | -9.3% | +15.9% | -25.1% | -10.3% |
| 6M | -14.2% | +4.6% | -18.8% | -14.5% |
| YTD | -22.0% | +10.1% | -32.1% | -22.7% |
| 1Y | -12.7% | +2.1% | -14.8% | -12.9% |
| 3Y | +26.7% | +9.8% | +16.8% | +23.0% |
| All | -31.3% | -15.4% | -15.9% | -41.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling