+260.9%
DXCM vs AWK
+128.1%
+132.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.7% | -0.8% |
| 7D | -6.5% | +0.6% | -7.1% | -6.6% |
| 30D | -4.3% | +4.3% | -8.6% | -5.6% |
| 3M | +7.3% | +12.5% | -5.3% | +3.2% |
| 6M | +22.0% | +3.3% | +18.7% | +20.3% |
| YTD | +26.4% | +9.8% | +16.6% | +21.9% |
| 1Y | +7.0% | +2.9% | +4.1% | +5.1% |
| 3Y | -19.6% | +9.6% | -29.2% | -25.2% |
| 5Y | -39.3% | -16.7% | -22.6% | -37.7% |
| 10Y | +260.9% | +136.1% | +124.8% | +169.5% |
| All | +260.9% | +128.1% | +132.9% | +169.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling