+520.1%
CSCO vs AWK
+1,037.8%
-517.7%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.5% | +3.1% | +2.8% |
| 7D | -2.8% | 0.0% | -2.8% | -2.8% |
| 30D | -12.6% | +15.5% | -28.2% | -17.0% |
| 3M | -16.0% | +10.0% | -26.0% | -19.1% |
| 6M | +2.8% | +20.4% | -17.6% | -4.5% |
| YTD | +33.2% | +17.1% | +16.2% | +24.1% |
| 1Y | +43.1% | +18.3% | +24.9% | +32.6% |
| 3Y | +106.7% | +30.4% | +76.3% | +79.0% |
| 5Y | +103.6% | -2.7% | +106.2% | +96.1% |
| 10Y | +330.5% | +154.7% | +175.8% | +166.6% |
| All | +520.1% | +1,037.8% | -517.7% | +71.6% |
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