+357.4%
CVX vs AWK
+969.7%
-612.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.2% |
| 7D | +3.3% | +1.7% | +1.6% | +2.7% |
| 30D | +12.9% | +5.6% | +7.3% | +10.6% |
| 3M | +11.7% | +15.9% | -4.1% | +5.6% |
| 6M | +14.1% | +4.6% | +9.6% | +11.7% |
| YTD | +40.7% | +10.1% | +30.6% | +34.7% |
| 1Y | +37.5% | +2.1% | +35.4% | +35.0% |
| 3Y | +43.9% | +9.8% | +34.1% | +33.9% |
| 5Y | +161.5% | -15.4% | +176.8% | +165.5% |
| 10Y | +215.1% | +129.4% | +85.7% | +91.7% |
| All | +357.4% | +969.7% | -612.3% | +10.9% |
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