+230.4%
GE vs AWK
+969.7%
-739.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | -1.6% | +1.7% | -3.3% | -2.2% |
| 30D | -11.6% | +5.6% | -17.1% | -13.4% |
| 3M | +3.0% | +15.9% | -12.8% | -2.7% |
| 6M | -0.5% | +4.6% | -5.1% | -2.9% |
| YTD | +9.7% | +10.1% | -0.3% | +4.9% |
| 1Y | +20.0% | +2.1% | +17.9% | +17.4% |
| 3Y | +275.8% | +9.8% | +266.0% | +246.5% |
| 5Y | +429.1% | -15.4% | +444.4% | +437.4% |
| 10Y | +151.2% | +129.4% | +21.8% | +51.1% |
| All | +230.4% | +969.7% | -739.3% | -21.1% |
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 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