+65.9%
CSCO vs AWK
+3.3%
+62.6%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -9.3% |
| 3M | -8.7% | +12.5% | -21.3% | -4.8% |
| 6M | +44.9% | +3.3% | +41.6% | +47.9% |
| YTD | +44.1% | +9.8% | +34.4% | +52.0% |
| 1Y | +65.9% | +2.9% | +63.0% | +74.9% |
| All | +65.9% | +3.3% | +62.6% | +74.9% |
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 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