+1,288.0%
INTU vs AWK
+1,043.1%
+244.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.3% |
| 7D | -1.2% | +2.7% | -3.9% | -2.4% |
| 30D | +12.4% | +16.7% | -4.2% | +5.2% |
| 3M | +2.3% | +11.7% | -9.5% | -2.4% |
| 6M | -13.3% | +21.9% | -35.2% | -20.6% |
| YTD | -47.9% | +17.6% | -65.5% | -51.9% |
| 1Y | -47.2% | +19.8% | -66.9% | -51.7% |
| 3Y | -33.9% | +31.0% | -64.9% | -44.4% |
| 5Y | -41.3% | -3.0% | -38.4% | -42.9% |
| 10Y | +237.9% | +156.8% | +81.1% | +111.6% |
| All | +1,288.0% | +1,043.1% | +244.9% | +341.9% |
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