-12.7%
CMCSA vs AWK
+1.8%
-14.5%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.5% |
| 7D | -2.1% | +1.7% | -3.8% | -2.7% |
| 30D | +7.0% | +5.6% | +1.5% | +4.9% |
| 3M | +15.1% | +15.9% | -0.8% | +9.1% |
| 6M | -15.4% | +4.6% | -19.9% | -17.0% |
| YTD | -1.9% | +10.1% | -11.9% | -5.0% |
| 1Y | -12.7% | +2.1% | -14.8% | -16.2% |
| All | -12.7% | +1.8% | -14.5% | -16.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling