+33.9%
INTC vs AWK
-2.9%
+36.9%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.5% | +8.0% | +7.5% |
| 7D | +7.3% | 0.0% | +7.2% | +7.3% |
| 30D | -38.3% | +15.5% | -53.9% | -38.5% |
| 3M | -36.0% | +10.0% | -46.0% | -36.0% |
| 6M | -51.7% | +20.4% | -72.1% | -52.2% |
| YTD | +69.4% | +17.1% | +52.3% | +67.2% |
| 1Y | +65.0% | +18.3% | +46.7% | +62.2% |
| 3Y | +63.0% | +30.4% | +32.6% | +47.4% |
| All | +33.9% | -2.9% | +36.9% | +27.7% |
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