+95.0%
JCI vs AWK
-2.4%
+97.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.4% | -3.6% | -2.4% |
| 7D | +3.2% | +0.1% | +3.0% | +3.2% |
| 30D | -8.6% | +14.3% | -22.9% | -10.5% |
| 3M | -7.7% | +10.3% | -18.0% | -9.2% |
| 6M | -2.6% | +18.9% | -21.5% | -5.6% |
| YTD | +17.4% | +17.7% | -0.4% | +13.5% |
| 1Y | +16.9% | +16.9% | +0.1% | +13.1% |
| 3Y | +186.7% | +32.2% | +154.6% | +154.8% |
| All | +95.0% | -2.4% | +97.5% | +96.7% |
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