+265.1%
GE vs AWK
+29.7%
+235.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.8% | -2.7% | -3.6% |
| 7D | +5.1% | -2.6% | +7.7% | +4.8% |
| 30D | +7.6% | +14.2% | -6.6% | +9.4% |
| 3M | -9.3% | +10.0% | -19.3% | -8.2% |
| 6M | +11.5% | +17.1% | -5.5% | +13.9% |
| YTD | +7.9% | +16.1% | -8.3% | +10.2% |
| 1Y | +7.6% | +17.5% | -9.9% | +10.1% |
| All | +265.1% | +29.7% | +235.3% | +270.9% |
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