+147.5%
GE vs AWK
+132.0%
+15.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.4% | +0.2% |
| 7D | -4.0% | -2.1% | -1.9% | -3.5% |
| 30D | -11.4% | +2.1% | -13.5% | -11.9% |
| 3M | -2.6% | +11.4% | -14.0% | -5.3% |
| 6M | -0.3% | +3.9% | -4.2% | -1.7% |
| YTD | +5.4% | +7.7% | -2.3% | +2.8% |
| 1Y | +15.5% | +1.3% | +14.2% | +14.2% |
| 3Y | +260.8% | +7.2% | +253.6% | +243.3% |
| 5Y | +421.6% | -17.0% | +438.7% | +435.3% |
| All | +147.5% | +132.0% | +15.5% | +91.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling