+755.6%
GOOGL vs AWK
+132.0%
+623.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.5% | +3.3% | +2.1% |
| 7D | 0.0% | -2.1% | +2.2% | +0.5% |
| 30D | -1.4% | +2.1% | -3.5% | -1.9% |
| 3M | -5.3% | +11.4% | -16.7% | -8.1% |
| 6M | +9.8% | +3.9% | +5.9% | +8.1% |
| YTD | +8.4% | +7.7% | +0.7% | +5.5% |
| 1Y | +41.2% | +1.3% | +39.9% | +39.3% |
| 3Y | +149.6% | +7.2% | +142.4% | +135.3% |
| 5Y | +142.6% | -17.0% | +159.6% | +149.1% |
| All | +755.6% | +132.0% | +623.6% | +545.1% |
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 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