+74.8%
ENTG vs AWK
+1.8%
+73.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.1% | +6.3% | +6.1% |
| 7D | +2.8% | +1.7% | +1.1% | +3.9% |
| 30D | -4.7% | +5.6% | -10.3% | -1.2% |
| 3M | -0.7% | +15.9% | -16.6% | +7.9% |
| 6M | +7.7% | +4.6% | +3.1% | +13.6% |
| YTD | +65.1% | +10.1% | +55.0% | +75.5% |
| 1Y | +74.8% | +2.1% | +72.7% | +73.9% |
| All | +74.8% | +1.8% | +73.0% | +73.9% |
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