+143.3%
DELL vs AWK
+20.7%
+122.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +2.2% | -11.0% | -7.3% |
| 7D | -24.6% | +7.0% | -31.6% | -20.9% |
| 30D | -32.5% | +17.0% | -49.5% | -25.4% |
| 3M | -20.2% | +12.4% | -32.6% | -13.4% |
| 6M | +76.5% | +19.6% | +56.9% | +97.9% |
| YTD | +198.9% | +17.0% | +181.9% | +240.4% |
| 1Y | +143.3% | +20.0% | +123.3% | +177.0% |
| All | +143.3% | +20.7% | +122.7% | +177.0% |
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