+603.2%
MCHP vs AWK
+967.2%
-364.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.8% | -1.0% |
| 7D | +2.8% | +2.2% | +0.6% | +2.0% |
| 30D | -12.8% | +4.4% | -17.3% | -14.3% |
| 3M | -19.2% | +15.4% | -34.6% | -24.0% |
| 6M | +14.5% | +3.5% | +11.0% | +11.8% |
| YTD | +17.1% | +9.8% | +7.3% | +11.3% |
| 1Y | +15.3% | +3.0% | +12.3% | +11.8% |
| 3Y | +0.5% | +9.7% | -9.2% | -8.3% |
| 5Y | +6.1% | -17.2% | +23.2% | +8.4% |
| 10Y | +192.2% | +126.1% | +66.2% | +92.5% |
| All | +603.2% | +967.2% | -364.0% | +111.9% |
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