-38.5%
INTU vs AWK
+10.9%
-49.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.1% | -3.2% | -3.4% |
| 7D | -7.1% | +1.7% | -8.8% | -7.2% |
| 30D | +1.5% | +5.6% | -4.1% | +1.3% |
| 3M | +10.7% | +15.9% | -5.2% | +10.7% |
| 6M | -23.8% | +4.6% | -28.4% | -23.7% |
| YTD | -49.3% | +10.1% | -59.4% | -49.3% |
| 1Y | -49.7% | +2.1% | -51.8% | -49.5% |
| All | -38.5% | +10.9% | -49.4% | -40.8% |
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