-40.8%
CMCSA vs AWK
-3.5%
-37.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.2% |
| 7D | +0.7% | 0.0% | +0.7% | +0.7% |
| 30D | +21.0% | +15.5% | +5.5% | +15.4% |
| 3M | -0.9% | +10.0% | -10.9% | -4.0% |
| 6M | +2.9% | +20.4% | -17.5% | -3.3% |
| YTD | -5.9% | +17.1% | -23.0% | -10.9% |
| 1Y | +2.5% | +18.3% | -15.8% | -3.3% |
| 3Y | -28.3% | +30.4% | -58.6% | -36.2% |
| 5Y | -40.8% | -2.7% | -38.1% | -45.9% |
| All | -40.8% | -3.5% | -37.3% | -45.9% |
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