+569.5%
CSCO vs AWK
+969.7%
-400.2%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.7% | +0.6% |
| 7D | -0.7% | +1.7% | -2.4% | -1.3% |
| 30D | -10.1% | +5.6% | -15.7% | -11.9% |
| 3M | -15.7% | +15.9% | -31.5% | -20.4% |
| 6M | +36.3% | +4.6% | +31.7% | +33.0% |
| YTD | +43.8% | +10.1% | +33.8% | +37.3% |
| 1Y | +63.9% | +2.1% | +61.8% | +60.2% |
| 3Y | +104.4% | +9.8% | +94.5% | +89.2% |
| 5Y | +111.4% | -15.4% | +126.7% | +115.0% |
| 10Y | +361.7% | +129.4% | +232.3% | +198.0% |
| All | +569.5% | +969.7% | -400.2% | +89.8% |
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 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