+692.8%
GOOGL vs AWK
+157.1%
+535.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.3% | -1.3% |
| 7D | +3.9% | +0.1% | +3.7% | +3.8% |
| 30D | -14.9% | +14.3% | -29.2% | -17.6% |
| 3M | -14.6% | +10.3% | -24.8% | -16.6% |
| 6M | -26.4% | +18.9% | -45.4% | -29.8% |
| YTD | -5.3% | +17.7% | -23.0% | -9.8% |
| 1Y | +6.5% | +16.9% | -10.4% | +1.5% |
| 3Y | +126.0% | +32.2% | +93.9% | +99.0% |
| 5Y | +100.8% | -2.2% | +103.0% | +96.8% |
| All | +692.8% | +157.1% | +535.8% | +496.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling