+377.3%
CSCO vs AWK
+128.1%
+249.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.3% | +0.2% |
| 7D | 0.0% | +0.6% | -0.6% | -0.2% |
| 30D | -10.7% | +4.3% | -15.0% | -11.9% |
| 3M | -8.7% | +12.5% | -21.3% | -12.1% |
| 6M | +44.9% | +3.3% | +41.6% | +42.7% |
| YTD | +44.1% | +9.8% | +34.4% | +38.9% |
| 1Y | +65.9% | +2.9% | +63.0% | +62.7% |
| 3Y | +109.0% | +9.6% | +99.4% | +96.0% |
| 5Y | +114.8% | -16.7% | +131.4% | +121.8% |
| 10Y | +377.3% | +136.1% | +241.3% | +236.4% |
| All | +377.3% | +128.1% | +249.3% | +236.4% |
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