+504.1%
CSCO vs AWK
+1,043.1%
-539.0%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.8% |
| 7D | -4.7% | +2.7% | -7.4% | -5.6% |
| 30D | -17.1% | +16.7% | -33.8% | -21.5% |
| 3M | -19.6% | +11.7% | -31.4% | -23.0% |
| 6M | +2.4% | +21.9% | -19.5% | -5.3% |
| YTD | +29.8% | +17.6% | +12.2% | +20.7% |
| 1Y | +38.7% | +19.8% | +18.9% | +27.9% |
| 3Y | +101.3% | +31.0% | +70.4% | +74.1% |
| 5Y | +94.8% | -3.0% | +97.8% | +88.0% |
| 10Y | +324.2% | +156.8% | +167.4% | +162.0% |
| All | +504.1% | +1,043.1% | -539.0% | +66.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling