-15.6%
CMCSA vs AWK
+1.9%
-17.5%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.7% | +0.7% |
| 7D | -4.9% | -2.1% | -2.7% | -4.1% |
| 30D | -1.1% | +2.1% | -3.1% | -1.8% |
| 3M | +6.6% | +11.4% | -4.8% | +2.3% |
| 6M | -15.5% | +3.9% | -19.4% | -16.7% |
| YTD | -6.7% | +7.7% | -14.4% | -8.9% |
| 1Y | -15.6% | +1.3% | -16.9% | -18.2% |
| All | -15.6% | +1.9% | -17.5% | -18.2% |
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