+25.6%
EOG vs AWK
+9.9%
+15.7%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.2% | +1.1% |
| 7D | -1.3% | +0.6% | -1.9% | -1.3% |
| 30D | +3.4% | +4.3% | -0.9% | +3.2% |
| 3M | +7.8% | +12.5% | -4.7% | +7.3% |
| 6M | +13.4% | +3.3% | +10.1% | +13.2% |
| YTD | +43.5% | +9.8% | +33.7% | +43.0% |
| 1Y | +29.7% | +2.9% | +26.8% | +29.4% |
| All | +25.6% | +9.9% | +15.7% | +23.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling