+108.1%
CSCO vs AWK
+10.9%
+97.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.7% | +0.5% |
| 7D | -0.7% | +1.7% | -2.4% | -0.5% |
| 30D | -10.1% | +5.6% | -15.7% | -9.7% |
| 3M | -15.7% | +15.9% | -31.5% | -14.9% |
| 6M | +36.3% | +4.6% | +31.7% | +37.2% |
| YTD | +43.8% | +10.1% | +33.8% | +45.2% |
| 1Y | +63.9% | +2.1% | +61.8% | +66.0% |
| All | +108.1% | +10.9% | +97.2% | +104.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling