+40.1%
GILD vs AWK
+20.4%
+19.7%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.9% | -5.8% | -4.3% |
| 7D | +1.2% | +7.2% | -6.0% | -0.3% |
| 30D | +16.2% | +19.0% | -2.9% | +12.5% |
| 3M | +27.9% | +14.4% | +13.5% | +24.6% |
| 6M | +27.1% | +22.6% | +4.5% | +24.0% |
| YTD | +39.0% | +19.2% | +19.8% | +37.7% |
| 1Y | +40.1% | +19.6% | +20.5% | +38.6% |
| All | +40.1% | +20.4% | +19.7% | +38.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling