+1,866.5%
ENTG vs AWK
+969.7%
+896.8%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.1% | +6.3% | +6.2% |
| 7D | +2.8% | +1.7% | +1.1% | +2.0% |
| 30D | -4.7% | +5.6% | -10.3% | -7.4% |
| 3M | -0.7% | +15.9% | -16.6% | -9.0% |
| 6M | +7.7% | +4.6% | +3.1% | +3.1% |
| YTD | +65.1% | +10.1% | +55.0% | +53.4% |
| 1Y | +74.8% | +2.1% | +72.7% | +67.5% |
| 3Y | +36.9% | +9.8% | +27.1% | +19.4% |
| 5Y | +16.1% | -15.4% | +31.5% | +16.9% |
| 10Y | +740.3% | +129.4% | +610.9% | +324.5% |
| All | +1,866.5% | +969.7% | +896.8% | +188.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling