+159.9%
DELL vs AWK
+19.4%
+140.5%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +1.4% | -8.5% | -6.1% |
| 7D | +4.9% | +0.1% | +4.7% | +5.2% |
| 30D | -32.1% | +14.3% | -46.3% | -25.5% |
| 3M | -30.2% | +10.3% | -40.5% | -24.7% |
| 6M | +41.7% | +18.9% | +22.8% | +59.3% |
| YTD | +176.6% | +17.7% | +158.9% | +218.6% |
| 1Y | +159.9% | +16.9% | +143.1% | +198.2% |
| All | +159.9% | +19.4% | +140.5% | +198.2% |
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