+110.3%
JCI vs AWK
-16.7%
+127.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +4.1% | +0.6% | +3.5% | +4.0% |
| 30D | -3.8% | +4.3% | -8.1% | -4.6% |
| 3M | -1.6% | +12.5% | -14.2% | -4.1% |
| 6M | +9.5% | +3.3% | +6.2% | +8.5% |
| YTD | +21.7% | +9.8% | +12.0% | +18.8% |
| 1Y | +37.1% | +2.9% | +34.2% | +35.7% |
| 3Y | +165.2% | +9.6% | +155.6% | +151.2% |
| 5Y | +110.3% | -16.7% | +126.9% | +120.1% |
| All | +110.3% | -16.7% | +127.0% | +120.1% |
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