+8.4%
DXCM vs AWK
+1.1%
+7.3%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.2% | -3.6% | -3.8% |
| 7D | -6.2% | +2.2% | -8.4% | -6.2% |
| 30D | -0.3% | +4.4% | -4.7% | -0.1% |
| 3M | +10.3% | +15.4% | -5.0% | +11.1% |
| 6M | +24.1% | +3.5% | +20.6% | +24.2% |
| YTD | +27.4% | +9.8% | +17.6% | +28.2% |
| 1Y | +8.4% | +3.0% | +5.4% | +9.8% |
| All | +8.4% | +1.1% | +7.3% | +9.8% |
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 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