+221.4%
INFY vs AWK
+963.1%
-741.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.2% | -0.1% |
| 7D | -9.8% | -0.7% | -9.0% | -9.5% |
| 30D | -13.4% | +2.8% | -16.2% | -14.3% |
| 3M | -7.2% | +11.3% | -18.5% | -10.9% |
| 6M | -20.6% | +6.7% | -27.3% | -22.9% |
| YTD | -37.5% | +9.4% | -46.8% | -40.0% |
| 1Y | -33.4% | +3.7% | -37.1% | -35.0% |
| 3Y | -32.4% | +9.2% | -41.7% | -37.5% |
| 5Y | -45.5% | -15.7% | -29.8% | -44.4% |
| 10Y | +79.7% | +135.3% | -55.6% | +4.2% |
| All | +221.4% | +963.1% | -741.8% | -31.9% |
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