+388.0%
DELL vs AWK
+31.5%
+356.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +1.4% | -8.5% | -6.3% |
| 7D | +4.9% | +0.1% | +4.7% | +5.1% |
| 30D | -32.1% | +14.3% | -46.3% | -25.4% |
| 3M | -30.2% | +10.3% | -40.5% | -24.8% |
| 6M | +41.7% | +18.9% | +22.8% | +60.9% |
| YTD | +176.6% | +17.7% | +158.9% | +215.0% |
| 1Y | +159.9% | +16.9% | +143.1% | +195.0% |
| 3Y | +388.0% | +32.2% | +355.8% | +513.3% |
| All | +388.0% | +31.5% | +356.5% | +513.3% |
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