+330.9%
CMCSA vs AWK
+969.7%
-638.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.5% |
| 7D | -2.1% | +1.7% | -3.8% | -2.8% |
| 30D | +7.0% | +5.6% | +1.5% | +4.6% |
| 3M | +15.1% | +15.9% | -0.8% | +7.9% |
| 6M | -15.4% | +4.6% | -19.9% | -17.2% |
| YTD | -1.9% | +10.1% | -11.9% | -6.3% |
| 1Y | -12.7% | +2.1% | -14.8% | -14.1% |
| 3Y | -31.0% | +9.8% | -40.9% | -35.7% |
| 5Y | -46.1% | -15.4% | -30.7% | -44.4% |
| 10Y | +10.8% | +129.4% | -118.6% | -32.0% |
| All | +330.9% | +969.7% | -638.8% | -1.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling