+417.9%
GE vs AWK
-16.7%
+434.7%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | -1.2% | +0.6% | -1.8% | -1.3% |
| 30D | -11.3% | +4.3% | -15.5% | -11.7% |
| 3M | -1.4% | +12.5% | -13.9% | -2.8% |
| 6M | +1.2% | +3.3% | -2.1% | +0.8% |
| YTD | +5.9% | +9.8% | -3.8% | +4.5% |
| 1Y | +18.4% | +2.9% | +15.5% | +17.8% |
| 3Y | +271.0% | +9.6% | +261.4% | +259.5% |
| 5Y | +417.9% | -16.7% | +434.6% | +397.9% |
| All | +417.9% | -16.7% | +434.7% | +397.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling