+153.7%
EBAY vs AWK
+9.5%
+144.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.6% |
| 7D | -0.8% | -0.7% | 0.0% | -0.6% |
| 30D | -0.6% | +2.8% | -3.4% | -1.4% |
| 3M | -1.0% | +11.3% | -12.3% | -4.1% |
| 6M | +16.3% | +6.7% | +9.5% | +13.8% |
| YTD | +21.7% | +9.4% | +12.3% | +18.0% |
| 1Y | +16.5% | +3.7% | +12.8% | +14.9% |
| All | +153.7% | +9.5% | +144.2% | +140.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling