+236.5%
GE vs AWK
+1,037.8%
-801.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.6% |
| 7D | +4.0% | 0.0% | +4.0% | +4.0% |
| 30D | +11.1% | +15.5% | -4.5% | +5.4% |
| 3M | -6.7% | +10.0% | -16.7% | -10.1% |
| 6M | +14.3% | +20.4% | -6.1% | +6.2% |
| YTD | +11.7% | +17.1% | -5.3% | +4.3% |
| 1Y | +10.9% | +18.3% | -7.4% | +2.9% |
| 3Y | +279.0% | +30.4% | +248.6% | +226.2% |
| 5Y | +427.0% | -2.7% | +429.7% | +406.2% |
| 10Y | +158.6% | +154.7% | +3.9% | +48.9% |
| All | +236.5% | +1,037.8% | -801.3% | -21.5% |
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