+905.8%
JCI vs AWK
+969.7%
-63.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +2.0% |
| 7D | +3.8% | +1.7% | +2.1% | +3.2% |
| 30D | -5.7% | +5.6% | -11.2% | -7.5% |
| 3M | -1.4% | +15.9% | -17.3% | -6.9% |
| 6M | +4.1% | +4.6% | -0.4% | +1.6% |
| YTD | +21.7% | +10.1% | +11.7% | +16.3% |
| 1Y | +36.1% | +2.1% | +34.0% | +33.2% |
| 3Y | +154.4% | +9.8% | +144.6% | +135.0% |
| 5Y | +112.0% | -15.4% | +127.4% | +116.0% |
| 10Y | +322.2% | +129.4% | +192.8% | +173.6% |
| All | +905.8% | +969.7% | -63.9% | +192.2% |
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