+513.7%
BMY vs AWK
+969.7%
-456.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.7% | -1.8% |
| 7D | +0.4% | +1.7% | -1.4% | -0.2% |
| 30D | +5.0% | +5.6% | -0.6% | +3.3% |
| 3M | +19.4% | +15.9% | +3.5% | +14.1% |
| 6M | +9.5% | +4.6% | +5.0% | +7.7% |
| YTD | +28.1% | +10.1% | +18.0% | +23.9% |
| 1Y | +50.0% | +2.1% | +47.9% | +48.1% |
| 3Y | +24.1% | +9.8% | +14.2% | +18.5% |
| 5Y | +25.0% | -15.4% | +40.3% | +27.7% |
| 10Y | +68.7% | +129.4% | -60.7% | +21.2% |
| All | +513.7% | +969.7% | -456.0% | +143.8% |
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