+105.9%
GILD vs AWK
+7.8%
+98.1%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.8% | -0.4% |
| 7D | -4.8% | -2.1% | -2.7% | -4.4% |
| 30D | +5.8% | +2.1% | +3.7% | +5.3% |
| 3M | +14.9% | +11.4% | +3.6% | +12.7% |
| 6M | -0.4% | +3.9% | -4.3% | -1.2% |
| YTD | +18.5% | +7.7% | +10.8% | +16.7% |
| 1Y | +25.1% | +1.3% | +23.8% | +24.7% |
| 3Y | +105.9% | +7.2% | +98.7% | +103.0% |
| All | +105.9% | +7.8% | +98.1% | +103.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling