+724.9%
DELL vs AWK
+7.8%
+717.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -1.5% | +13.5% | +11.2% |
| 7D | +8.2% | -2.1% | +10.4% | +7.1% |
| 30D | +17.1% | +2.1% | +15.0% | +18.5% |
| 3M | +45.2% | +11.4% | +33.8% | +54.1% |
| 6M | +286.8% | +3.9% | +282.9% | +300.2% |
| YTD | +354.8% | +7.7% | +347.1% | +380.1% |
| 1Y | +358.3% | +1.3% | +357.0% | +370.5% |
| 3Y | +724.9% | +7.2% | +717.7% | +847.4% |
| All | +724.9% | +7.8% | +717.1% | +847.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling