-38.6%
DXCM vs AWK
-15.0%
-23.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.2% | -3.6% | -3.8% |
| 7D | -6.2% | +2.2% | -8.4% | -6.8% |
| 30D | -0.3% | +4.4% | -4.7% | -1.5% |
| 3M | +10.3% | +15.4% | -5.0% | +5.6% |
| 6M | +24.1% | +3.5% | +20.6% | +22.5% |
| YTD | +27.4% | +9.8% | +17.6% | +23.1% |
| 1Y | +8.4% | +3.0% | +5.4% | +6.7% |
| 3Y | -19.0% | +9.7% | -28.6% | -25.0% |
| 5Y | -38.6% | -17.2% | -21.4% | -36.0% |
| All | -38.6% | -15.0% | -23.6% | -36.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling