+101.3%
CSCO vs AWK
+29.4%
+71.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.4% |
| 7D | -4.7% | +2.7% | -7.4% | -4.3% |
| 30D | -17.1% | +16.7% | -33.8% | -15.5% |
| 3M | -19.6% | +11.7% | -31.4% | -18.4% |
| 6M | +2.4% | +21.9% | -19.5% | +4.7% |
| YTD | +29.8% | +17.6% | +12.2% | +32.7% |
| 1Y | +38.7% | +19.8% | +18.9% | +41.8% |
| 3Y | +101.3% | +31.0% | +70.4% | +99.8% |
| All | +101.3% | +29.4% | +71.9% | +99.8% |
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