+114.5%
IBM vs AWK
-14.8%
+129.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -0.3% | +1.7% | -2.0% | -0.6% |
| 30D | +0.3% | +5.6% | -5.3% | -0.8% |
| 3M | -21.6% | +15.9% | -37.5% | -23.8% |
| 6M | -4.7% | +4.6% | -9.3% | -5.7% |
| YTD | -19.1% | +10.1% | -29.1% | -20.9% |
| 1Y | -2.5% | +2.1% | -4.6% | -3.3% |
| 3Y | +74.2% | +9.8% | +64.3% | +67.6% |
| All | +114.5% | -14.8% | +129.4% | +109.4% |
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 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