+144.5%
IBM vs AWK
+128.1%
+16.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | 0.0% | +3.4% | +3.4% |
| 7D | +3.6% | +0.6% | +3.0% | +3.4% |
| 30D | +1.5% | +4.3% | -2.8% | +0.2% |
| 3M | -12.9% | +12.5% | -25.4% | -16.1% |
| 6M | -3.9% | +3.3% | -7.2% | -5.3% |
| YTD | -17.3% | +9.8% | -27.1% | -20.3% |
| 1Y | -5.0% | +2.9% | -7.9% | -6.7% |
| 3Y | +78.2% | +9.6% | +68.6% | +68.1% |
| 5Y | +120.6% | -16.7% | +137.3% | +127.9% |
| 10Y | +144.5% | +136.1% | +8.4% | +78.4% |
| All | +144.5% | +128.1% | +16.4% | +78.4% |
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