+764.3%
ENTG vs AWK
+135.6%
+628.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.3% | -3.6% | -3.8% |
| 7D | +5.1% | -0.7% | +5.9% | +5.4% |
| 30D | -8.5% | +2.8% | -11.3% | -9.4% |
| 3M | +6.7% | +11.3% | -4.6% | +2.2% |
| 6M | +17.7% | +6.7% | +11.0% | +13.8% |
| YTD | +63.5% | +9.4% | +54.1% | +56.1% |
| 1Y | +73.6% | +3.7% | +69.9% | +68.1% |
| 3Y | +44.6% | +9.2% | +35.3% | +31.4% |
| 5Y | +16.1% | -15.7% | +31.8% | +18.1% |
| All | +764.3% | +135.6% | +628.6% | +533.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling