+142.4%
GILD vs AWK
-17.6%
+160.0%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.8% | -0.3% |
| 7D | -4.8% | -2.1% | -2.7% | -4.3% |
| 30D | +5.8% | +2.1% | +3.7% | +5.2% |
| 3M | +14.9% | +11.4% | +3.6% | +11.7% |
| 6M | -0.4% | +3.9% | -4.3% | -1.5% |
| YTD | +18.5% | +7.7% | +10.8% | +15.8% |
| 1Y | +25.1% | +1.3% | +23.8% | +24.2% |
| 3Y | +105.9% | +7.2% | +98.7% | +98.5% |
| All | +142.4% | -17.6% | +160.0% | +140.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling