+423.1%
DXCM vs AWK
+146.2%
+276.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.8% | +2.3% |
| 7D | -4.4% | +1.2% | -5.6% | -4.7% |
| 30D | -3.6% | +15.8% | -19.4% | -7.8% |
| 3M | -4.3% | +11.0% | -15.4% | -7.5% |
| 6M | +33.8% | +21.0% | +12.8% | +25.7% |
| YTD | +22.1% | +16.7% | +5.4% | +15.6% |
| 1Y | +47.4% | +17.2% | +30.2% | +39.2% |
| 3Y | -12.3% | +29.2% | -41.4% | -23.2% |
| 5Y | -49.1% | -2.3% | -46.8% | -50.4% |
| 10Y | +423.1% | +150.5% | +272.6% | +317.8% |
| All | +423.1% | +146.2% | +276.9% | +317.8% |
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