+236.7%
INTU vs AWK
+157.1%
+79.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -0.9% | -0.2% |
| 7D | +0.1% | +0.1% | -0.1% | 0.0% |
| 30D | +10.1% | +14.3% | -4.2% | +3.6% |
| 3M | -4.2% | +10.3% | -14.5% | -8.3% |
| 6M | -7.2% | +18.9% | -26.2% | -14.4% |
| YTD | -47.7% | +17.7% | -65.4% | -52.0% |
| 1Y | -46.7% | +16.9% | -63.6% | -51.0% |
| 3Y | -34.1% | +32.2% | -66.2% | -46.1% |
| 5Y | -43.3% | -2.2% | -41.1% | -44.9% |
| All | +236.7% | +157.1% | +79.7% | +114.4% |
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