+281.9%
IBM vs AWK
+1,043.1%
-761.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.7% | -0.2% |
| 7D | -1.5% | +2.7% | -4.2% | -2.4% |
| 30D | +8.4% | +16.7% | -8.3% | +3.1% |
| 3M | +4.2% | +11.7% | -7.6% | +0.3% |
| 6M | +7.9% | +21.9% | -14.0% | +1.0% |
| YTD | -15.2% | +17.6% | -32.8% | -20.2% |
| 1Y | -18.7% | +19.8% | -38.5% | -24.1% |
| 3Y | +79.2% | +31.0% | +48.2% | +59.0% |
| 5Y | +144.7% | -3.0% | +147.7% | +138.1% |
| 10Y | +141.6% | +156.8% | -15.2% | +63.4% |
| All | +281.9% | +1,043.1% | -761.2% | +41.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling