+239.1%
EOG vs AWK
+1,044.2%
-805.1%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.4% | +1.3% |
| 7D | +7.6% | +0.1% | +7.5% | +7.6% |
| 30D | +3.4% | +14.3% | -10.9% | -1.0% |
| 3M | +12.7% | +10.3% | +2.4% | +9.0% |
| 6M | +19.0% | +18.9% | +0.1% | +12.1% |
| YTD | +55.6% | +17.7% | +37.8% | +46.5% |
| 1Y | +49.5% | +16.9% | +32.7% | +41.1% |
| 3Y | +43.2% | +32.2% | +11.0% | +26.3% |
| 5Y | +111.8% | -2.2% | +114.0% | +104.0% |
| 10Y | +140.4% | +156.1% | -15.8% | +34.6% |
| All | +239.1% | +1,044.2% | -805.1% | -29.6% |
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 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