+111.9%
INTC vs AWK
+157.1%
-45.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.4% | -3.9% | -2.8% |
| 7D | +6.0% | +0.1% | +5.9% | +5.9% |
| 30D | -39.2% | +14.3% | -53.5% | -41.6% |
| 3M | -42.9% | +10.3% | -53.2% | -44.8% |
| 6M | -50.4% | +18.9% | -69.3% | -53.4% |
| YTD | +61.7% | +17.7% | +44.0% | +50.6% |
| 1Y | +66.1% | +16.9% | +49.3% | +55.0% |
| 3Y | +58.1% | +32.2% | +26.0% | +34.4% |
| 5Y | +27.9% | -2.2% | +30.0% | +23.4% |
| All | +111.9% | +157.1% | -45.1% | +39.3% |
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