+1,055.3%
DELL vs AWK
-17.3%
+1,072.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.3% | -5.0% | -5.4% |
| 7D | -1.9% | -0.7% | -1.1% | -2.0% |
| 30D | +14.9% | +2.8% | +12.1% | +15.4% |
| 3M | +37.2% | +11.3% | +25.9% | +39.6% |
| 6M | +254.0% | +6.7% | +247.3% | +259.1% |
| YTD | +306.1% | +9.4% | +296.8% | +313.8% |
| 1Y | +312.3% | +3.7% | +308.6% | +318.2% |
| 3Y | +654.0% | +9.2% | +644.8% | +664.1% |
| 5Y | +1,055.3% | -15.7% | +1,071.0% | +1,052.1% |
| All | +1,055.3% | -17.3% | +1,072.6% | +1,052.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling