+319.1%
DELL vs AWK
+1.8%
+317.3%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.4% |
| 7D | +14.9% | +1.7% | +13.1% | +15.6% |
| 30D | +13.3% | +5.6% | +7.7% | +16.4% |
| 3M | +24.4% | +15.9% | +8.5% | +32.8% |
| 6M | +258.0% | +4.6% | +253.4% | +273.8% |
| YTD | +320.2% | +10.1% | +310.1% | +349.9% |
| 1Y | +319.1% | +2.1% | +317.0% | +334.5% |
| All | +319.1% | +1.8% | +317.3% | +334.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling