-48.2%
CMCSA vs AWK
-16.7%
-31.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | 0.0% | -6.6% | -6.6% |
| 7D | -8.3% | +0.6% | -8.9% | -8.5% |
| 30D | -2.4% | +4.3% | -6.7% | -3.7% |
| 3M | +4.5% | +12.5% | -8.0% | +0.6% |
| 6M | -18.8% | +3.3% | -22.1% | -19.8% |
| YTD | -8.9% | +9.8% | -18.7% | -11.8% |
| 1Y | -18.3% | +2.9% | -21.2% | -19.4% |
| 3Y | -35.0% | +9.6% | -44.6% | -38.2% |
| 5Y | -48.2% | -16.7% | -31.5% | -51.5% |
| All | -48.2% | -16.7% | -31.4% | -51.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling