+134.7%
GLW vs AWK
+3.3%
+131.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +16.9% | +0.6% | +16.3% | +17.4% |
| 30D | +7.0% | +4.3% | +2.7% | +10.8% |
| 3M | -3.0% | +12.5% | -15.5% | +6.0% |
| 6M | +31.0% | +3.3% | +27.7% | +37.9% |
| YTD | +93.4% | +9.8% | +83.7% | +109.3% |
| 1Y | +134.7% | +2.9% | +131.8% | +148.7% |
| All | +134.7% | +3.3% | +131.4% | +148.7% |
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