+0.2%
ENTG vs AWK
-2.4%
+2.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.4% | -5.2% | -3.8% |
| 7D | +15.2% | +0.1% | +15.0% | +15.2% |
| 30D | -3.6% | +14.3% | -17.9% | -4.6% |
| 3M | -10.0% | +10.3% | -20.2% | -10.6% |
| 6M | +1.8% | +18.9% | -17.2% | -0.5% |
| YTD | +75.5% | +17.7% | +57.8% | +70.9% |
| 1Y | +82.4% | +16.9% | +65.5% | +77.8% |
| 3Y | +58.5% | +32.2% | +26.3% | +35.7% |
| All | +0.2% | -2.4% | +2.7% | -4.6% |
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