+78.9%
INFY vs AWK
+132.0%
-53.1%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +1.9% |
| 7D | -5.4% | -2.1% | -3.2% | -4.9% |
| 30D | -9.9% | +2.1% | -11.9% | -10.4% |
| 3M | -4.6% | +11.4% | -15.9% | -7.1% |
| 6M | -18.5% | +3.9% | -22.4% | -19.5% |
| YTD | -36.5% | +7.7% | -44.2% | -38.0% |
| 1Y | -32.8% | +1.3% | -34.1% | -33.4% |
| 3Y | -32.2% | +7.2% | -39.4% | -35.4% |
| 5Y | -44.7% | -17.0% | -27.7% | -43.1% |
| All | +78.9% | +132.0% | -53.1% | +33.4% |
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