+252.1%
INTC vs AWK
+132.0%
+120.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.5% | +4.1% | +3.0% |
| 7D | +7.5% | -2.1% | +9.6% | +8.1% |
| 30D | +2.0% | +2.1% | -0.1% | +1.3% |
| 3M | -12.0% | +11.4% | -23.4% | -15.4% |
| 6M | +114.5% | +3.9% | +110.6% | +109.4% |
| YTD | +179.0% | +7.7% | +171.3% | +167.4% |
| 1Y | +318.3% | +1.3% | +317.0% | +307.8% |
| 3Y | +171.2% | +7.2% | +164.0% | +150.5% |
| 5Y | +107.6% | -17.0% | +124.6% | +112.9% |
| All | +252.1% | +132.0% | +120.1% | +134.6% |
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