+61.9%
EBAY vs AWK
-17.6%
+79.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.5% | +4.1% | +3.2% |
| 7D | +4.2% | -2.1% | +6.3% | +5.1% |
| 30D | +5.6% | +2.1% | +3.6% | +4.8% |
| 3M | -1.4% | +11.4% | -12.8% | -5.6% |
| 6M | +18.2% | +3.9% | +14.3% | +15.9% |
| YTD | +24.8% | +7.7% | +17.1% | +20.2% |
| 1Y | +18.0% | +1.3% | +16.7% | +16.5% |
| 3Y | +160.3% | +7.2% | +153.1% | +145.7% |
| All | +61.9% | -17.6% | +79.5% | +56.5% |
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 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