+6.0%
CMCSA vs AWK
+135.6%
-129.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.7% | +2.5% |
| 7D | -5.6% | -0.7% | -4.8% | -5.3% |
| 30D | -1.9% | +2.8% | -4.6% | -2.9% |
| 3M | +6.4% | +11.3% | -4.9% | +2.2% |
| 6M | -16.9% | +6.7% | -23.7% | -19.0% |
| YTD | -6.8% | +9.4% | -16.2% | -10.2% |
| 1Y | -15.9% | +3.7% | -19.6% | -17.5% |
| 3Y | -33.4% | +9.2% | -42.7% | -37.2% |
| 5Y | -46.7% | -15.7% | -31.0% | -45.1% |
| All | +6.0% | +135.6% | -129.7% | -21.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling