+8.3%
DIS vs AWK
+20.7%
-12.4%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.2% | +2.0% | +3.8% |
| 7D | +9.1% | +7.0% | +2.0% | +8.0% |
| 30D | +14.8% | +17.0% | -2.2% | +12.3% |
| 3M | +21.2% | +12.4% | +8.8% | +19.2% |
| 6M | +18.3% | +19.6% | -1.3% | +16.7% |
| YTD | +5.4% | +17.0% | -11.7% | +4.3% |
| 1Y | +8.3% | +20.0% | -11.8% | +7.4% |
| All | +8.3% | +20.7% | -12.4% | +7.4% |
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 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