+885.0%
MSFT vs AWK
+128.1%
+757.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.4% | -0.5% |
| 7D | -1.0% | +0.6% | -1.6% | -1.2% |
| 30D | -2.7% | +4.3% | -7.0% | -4.0% |
| 3M | +22.1% | +12.5% | +9.6% | +17.3% |
| 6M | +20.6% | +3.3% | +17.3% | +18.6% |
| YTD | +2.3% | +9.8% | -7.5% | -1.8% |
| 1Y | -0.5% | +2.9% | -3.4% | -2.6% |
| 3Y | +50.5% | +9.6% | +40.9% | +39.1% |
| 5Y | +72.3% | -16.7% | +89.0% | +78.9% |
| 10Y | +885.0% | +136.1% | +748.9% | +567.0% |
| All | +885.0% | +128.1% | +757.0% | +567.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling