-38.4%
INTU vs AWK
-15.4%
-23.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.1% | -3.2% | -3.3% |
| 7D | -7.1% | +1.7% | -8.8% | -7.6% |
| 30D | +1.5% | +5.6% | -4.1% | -0.3% |
| 3M | +10.7% | +15.9% | -5.2% | +5.6% |
| 6M | -23.8% | +4.6% | -28.4% | -25.1% |
| YTD | -49.3% | +10.1% | -59.4% | -51.2% |
| 1Y | -49.7% | +2.1% | -51.8% | -50.3% |
| 3Y | -38.0% | +9.8% | -47.9% | -42.9% |
| All | -38.4% | -15.4% | -23.0% | -35.0% |
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