+20.1%
ENTG vs AWK
-15.0%
+35.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.7% |
| 7D | +8.9% | +2.2% | +6.8% | +8.7% |
| 30D | -7.2% | +4.4% | -11.7% | -7.7% |
| 3M | +6.4% | +15.4% | -9.0% | +3.7% |
| 6M | +25.7% | +3.5% | +22.2% | +24.8% |
| YTD | +67.9% | +9.8% | +58.1% | +64.1% |
| 1Y | +72.4% | +3.0% | +69.4% | +70.5% |
| 3Y | +48.4% | +9.7% | +38.8% | +38.2% |
| 5Y | +20.1% | -17.2% | +37.2% | +17.4% |
| All | +20.1% | -15.0% | +35.1% | +17.4% |
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 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