+224.8%
GE vs AWK
+1,022.0%
-797.2%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.4% | -2.1% | -3.0% |
| 7D | +5.1% | -3.2% | +8.3% | +6.3% |
| 30D | +7.6% | +13.5% | -5.9% | +2.7% |
| 3M | -9.3% | +9.4% | -18.7% | -12.4% |
| 6M | +11.5% | +16.4% | -4.8% | +4.9% |
| YTD | +7.9% | +15.4% | -7.6% | +1.2% |
| 1Y | +7.6% | +16.8% | -9.2% | +0.3% |
| 3Y | +265.9% | +28.6% | +237.3% | +216.5% |
| 5Y | +405.9% | -4.1% | +410.0% | +388.5% |
| 10Y | +149.6% | +151.2% | -1.6% | +44.5% |
| All | +224.8% | +1,022.0% | -797.2% | -23.9% |
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 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