+2,335.4%
GOOG vs AWK
+966.9%
+1,368.6%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -1.6% | +0.6% | -2.2% | -1.7% |
| 30D | -7.7% | +4.3% | -11.9% | -8.9% |
| 3M | -9.3% | +12.5% | -21.8% | -12.9% |
| 6M | +7.4% | +3.3% | +4.1% | +5.5% |
| YTD | +4.9% | +9.8% | -4.9% | +0.8% |
| 1Y | +37.2% | +2.9% | +34.3% | +34.1% |
| 3Y | +141.6% | +9.6% | +132.0% | +124.0% |
| 5Y | +128.8% | -16.7% | +145.4% | +133.5% |
| 10Y | +772.7% | +136.1% | +636.6% | +480.0% |
| All | +2,335.4% | +966.9% | +1,368.6% | +674.5% |
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