+1,250.2%
INTU vs AWK
+969.7%
+280.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.1% | -3.2% | -3.3% |
| 7D | -7.1% | +1.7% | -8.8% | -7.8% |
| 30D | +1.5% | +5.6% | -4.1% | -0.9% |
| 3M | +10.7% | +15.9% | -5.2% | +3.9% |
| 6M | -23.8% | +4.6% | -28.4% | -25.8% |
| YTD | -49.3% | +10.1% | -59.4% | -51.9% |
| 1Y | -49.7% | +2.1% | -51.8% | -50.8% |
| 3Y | -38.0% | +9.8% | -47.9% | -43.5% |
| 5Y | -38.7% | -15.4% | -23.4% | -36.7% |
| 10Y | +221.3% | +129.4% | +91.9% | +110.8% |
| All | +1,250.2% | +969.7% | +280.5% | +342.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling