-39.8%
BABA vs AWK
-2.4%
-37.3%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.3% | -0.1% |
| 7D | -13.8% | +0.1% | -13.9% | -13.8% |
| 30D | -15.1% | +14.3% | -29.4% | -15.9% |
| 3M | -22.7% | +10.3% | -33.0% | -23.2% |
| 6M | -34.7% | +18.9% | -53.6% | -35.6% |
| YTD | -35.0% | +17.7% | -52.7% | -36.1% |
| 1Y | -40.4% | +16.9% | -57.3% | -41.3% |
| 3Y | +21.9% | +32.2% | -10.3% | +13.4% |
| All | -39.8% | -2.4% | -37.3% | -45.8% |
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