+3,047.2%
DELL vs AWK
+142.7%
+2,904.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +1.4% | -8.5% | -7.3% |
| 7D | +4.9% | +0.1% | +4.7% | +4.8% |
| 30D | -32.1% | +14.3% | -46.3% | -33.0% |
| 3M | -30.2% | +10.3% | -40.5% | -31.0% |
| 6M | +41.7% | +18.9% | +22.8% | +38.7% |
| YTD | +176.6% | +17.7% | +158.9% | +170.5% |
| 1Y | +159.9% | +16.9% | +143.1% | +154.3% |
| 3Y | +388.0% | +32.2% | +355.8% | +345.3% |
| 5Y | +578.2% | -2.2% | +580.4% | +573.1% |
| 10Y | +2,653.4% | +156.1% | +2,497.3% | +1,868.4% |
| All | +3,047.2% | +142.7% | +2,904.5% | +2,228.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling