-52.0%
INTU vs AWK
+1.1%
-53.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -3.9% | -4.1% |
| 7D | -7.5% | +2.2% | -9.7% | -7.6% |
| 30D | -1.9% | +4.4% | -6.4% | -2.0% |
| 3M | +4.9% | +15.4% | -10.5% | +7.3% |
| 6M | -33.2% | +3.5% | -36.7% | -32.7% |
| YTD | -51.4% | +9.8% | -61.2% | -50.4% |
| 1Y | -52.0% | +3.0% | -55.0% | -51.6% |
| All | -52.0% | +1.1% | -53.1% | -51.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling