+36.5%
DXCM vs AWK
+17.4%
+19.2%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.3% |
| 7D | -3.6% | -2.6% | -1.0% | -3.5% |
| 30D | -4.3% | +14.2% | -18.5% | -4.2% |
| 3M | -10.4% | +10.0% | -20.4% | -10.2% |
| 6M | +33.1% | +17.1% | +16.0% | +33.4% |
| YTD | +22.6% | +16.1% | +6.5% | +23.7% |
| 1Y | +36.5% | +17.5% | +19.0% | +37.5% |
| All | +36.5% | +17.4% | +19.2% | +37.5% |
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 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