+116.0%
INTC vs AWK
-16.7%
+132.8%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +18.0% | +0.6% | +17.4% | +17.9% |
| 30D | +8.9% | +4.3% | +4.6% | +8.7% |
| 3M | -1.6% | +12.5% | -14.1% | -2.6% |
| 6M | +133.1% | +3.3% | +129.8% | +133.1% |
| YTD | +187.9% | +9.8% | +178.2% | +184.2% |
| 1Y | +334.7% | +2.9% | +331.8% | +334.2% |
| 3Y | +184.2% | +9.6% | +174.6% | +171.7% |
| 5Y | +116.0% | -16.7% | +132.7% | +103.7% |
| All | +116.0% | -16.7% | +132.8% | +103.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling