+330.8%
JCI vs AWK
+135.6%
+195.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.1% | -1.4% |
| 7D | +0.4% | -0.7% | +1.2% | +0.6% |
| 30D | -7.7% | +2.8% | -10.5% | -8.5% |
| 3M | +2.8% | +11.3% | -8.6% | -0.9% |
| 6M | +7.2% | +6.7% | +0.5% | +4.5% |
| YTD | +20.0% | +9.4% | +10.6% | +15.6% |
| 1Y | +33.3% | +3.7% | +29.5% | +30.3% |
| 3Y | +161.3% | +9.2% | +152.1% | +144.0% |
| 5Y | +108.8% | -15.7% | +124.5% | +113.9% |
| All | +330.8% | +135.6% | +195.2% | +211.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling