+869.6%
JCI vs AWK
+1,044.2%
-174.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.4% | -3.6% | -2.7% |
| 7D | +3.2% | +0.1% | +3.0% | +3.1% |
| 30D | -8.6% | +14.3% | -22.9% | -13.1% |
| 3M | -7.7% | +10.3% | -18.0% | -11.4% |
| 6M | -2.6% | +18.9% | -21.5% | -9.3% |
| YTD | +17.4% | +17.7% | -0.4% | +8.9% |
| 1Y | +16.9% | +16.9% | +0.1% | +8.6% |
| 3Y | +186.7% | +32.2% | +154.6% | +145.0% |
| 5Y | +95.4% | -2.2% | +97.5% | +87.3% |
| 10Y | +292.7% | +156.1% | +136.6% | +142.8% |
| All | +869.6% | +1,044.2% | -174.6% | +173.7% |
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 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