+3,420.0%
BKNG vs AWK
+966.9%
+2,453.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | 0.0% | -3.8% | -3.8% |
| 7D | -13.1% | +0.6% | -13.7% | -13.3% |
| 30D | -18.5% | +4.3% | -22.8% | -19.7% |
| 3M | +5.8% | +12.5% | -6.8% | +1.4% |
| 6M | -2.1% | +3.3% | -5.4% | -3.5% |
| YTD | -18.6% | +9.8% | -28.4% | -21.9% |
| 1Y | -21.7% | +2.9% | -24.6% | -23.2% |
| 3Y | +40.9% | +9.6% | +31.3% | +30.8% |
| 5Y | +91.0% | -16.7% | +107.6% | +96.0% |
| 10Y | +213.2% | +136.1% | +77.1% | +98.2% |
| All | +3,420.0% | +966.9% | +2,453.2% | +870.3% |
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