+4.7%
CMCSA vs AWK
+157.1%
-152.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.4% | +0.1% | +0.9% |
| 7D | +3.2% | +0.1% | +3.0% | +3.1% |
| 30D | +19.5% | +14.3% | +5.3% | +13.8% |
| 3M | -2.4% | +10.3% | -12.7% | -5.9% |
| 6M | +3.8% | +18.9% | -15.1% | -2.8% |
| YTD | -5.4% | +17.7% | -23.1% | -11.3% |
| 1Y | +1.1% | +16.9% | -15.7% | -5.0% |
| 3Y | -27.1% | +32.2% | -59.3% | -36.1% |
| 5Y | -40.3% | -2.2% | -38.1% | -41.8% |
| All | +4.7% | +157.1% | -152.3% | -24.1% |
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