+65.7%
ENTG vs AWK
+20.7%
+45.1%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +2.2% | -8.7% | -4.6% |
| 7D | -10.3% | +7.0% | -17.4% | -5.0% |
| 30D | -14.4% | +17.0% | -31.4% | -2.4% |
| 3M | -1.1% | +12.4% | -13.5% | +10.0% |
| 6M | +3.0% | +19.6% | -16.6% | +18.7% |
| YTD | +70.1% | +17.0% | +53.1% | +93.0% |
| 1Y | +65.7% | +20.0% | +45.7% | +85.4% |
| All | +65.7% | +20.7% | +45.1% | +85.4% |
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