-29.9%
INTU vs AWK
+24.3%
-54.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.4% | -2.4% | -3.7% |
| 7D | +0.1% | +4.1% | -4.0% | -0.2% |
| 30D | +15.4% | +18.0% | -2.6% | +14.5% |
| 3M | +6.6% | +12.2% | -5.6% | +5.9% |
| 6M | -11.3% | +21.2% | -32.5% | -11.4% |
| YTD | -47.7% | +17.6% | -65.3% | -47.8% |
| 1Y | -47.0% | +19.2% | -66.2% | -47.1% |
| 3Y | -29.9% | +26.7% | -56.7% | -33.1% |
| All | -29.9% | +24.3% | -54.2% | -33.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling