+132.5%
GOOGL vs AWK
-16.7%
+149.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.2% | -2.3% |
| 7D | -1.9% | +0.6% | -2.5% | -1.9% |
| 30D | -7.5% | +4.3% | -11.7% | -7.8% |
| 3M | -9.2% | +12.5% | -21.7% | -10.4% |
| 6M | +8.1% | +3.3% | +4.8% | +7.6% |
| YTD | +5.8% | +9.8% | -3.9% | +4.3% |
| 1Y | +38.3% | +2.9% | +35.4% | +37.7% |
| 3Y | +144.8% | +9.6% | +135.1% | +135.0% |
| 5Y | +132.5% | -16.7% | +149.2% | +138.0% |
| All | +132.5% | -16.7% | +149.3% | +138.0% |
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