+114.0%
CSCO vs AWK
-15.0%
+129.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -0.5% | +2.2% | -2.7% | -0.8% |
| 30D | -10.1% | +4.4% | -14.5% | -10.7% |
| 3M | -11.7% | +15.4% | -27.1% | -13.8% |
| 6M | +40.1% | +3.5% | +36.6% | +39.2% |
| YTD | +43.8% | +9.8% | +34.0% | +41.2% |
| 1Y | +66.6% | +3.0% | +63.6% | +65.6% |
| 3Y | +108.5% | +9.7% | +98.9% | +101.0% |
| 5Y | +114.0% | -17.2% | +131.1% | +119.5% |
| All | +114.0% | -15.0% | +129.0% | +119.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling