+28.2%
BABA vs AWK
+265.9%
-237.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | -4.8% | +1.7% | -6.5% | -5.0% |
| 30D | -11.9% | +5.6% | -17.5% | -12.5% |
| 3M | -9.3% | +15.9% | -25.1% | -11.1% |
| 6M | -14.2% | +4.6% | -18.8% | -14.9% |
| YTD | -22.0% | +10.1% | -32.1% | -23.3% |
| 1Y | -12.7% | +2.1% | -14.8% | -13.3% |
| 3Y | +26.7% | +9.8% | +16.8% | +22.8% |
| 5Y | -29.3% | -15.4% | -14.0% | -29.1% |
| 10Y | +21.2% | +129.4% | -108.2% | +2.5% |
| All | +28.2% | +265.9% | -237.8% | -2.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling