+1.8%
CMCSA vs AWK
+20.7%
-18.8%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.2% | +2.8% | +4.0% |
| 7D | +15.2% | +7.0% | +8.2% | +12.0% |
| 30D | +17.0% | +17.0% | 0.0% | +10.1% |
| 3M | +1.2% | +12.4% | -11.2% | -3.4% |
| 6M | -5.5% | +19.6% | -25.1% | -11.8% |
| YTD | -6.5% | +17.0% | -23.6% | -11.0% |
| 1Y | +1.8% | +20.0% | -18.2% | -4.7% |
| All | +1.8% | +20.7% | -18.8% | -4.7% |
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