+55.0%
MSFT vs AWK
+10.9%
+44.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -2.1% |
| 7D | -2.7% | +1.7% | -4.4% | -2.5% |
| 30D | +2.7% | +5.6% | -2.9% | +3.5% |
| 3M | +17.0% | +15.9% | +1.1% | +19.6% |
| 6M | +23.8% | +4.6% | +19.2% | +24.9% |
| YTD | +4.0% | +10.1% | -6.1% | +5.8% |
| 1Y | -0.8% | +2.1% | -2.9% | +0.2% |
| All | +55.0% | +10.9% | +44.1% | +63.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling