+62.4%
MSFT vs AWK
-2.4%
+64.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | 0.0% |
| 7D | -1.3% | +0.1% | -1.4% | -1.3% |
| 30D | -1.8% | +14.3% | -16.1% | -3.6% |
| 3M | +5.6% | +10.3% | -4.7% | +4.2% |
| 6M | +29.8% | +18.9% | +10.9% | +26.6% |
| YTD | +9.0% | +17.7% | -8.7% | +6.1% |
| 1Y | +4.9% | +16.9% | -11.9% | +2.2% |
| 3Y | +46.2% | +32.2% | +14.0% | +31.0% |
| All | +62.4% | -2.4% | +64.9% | +65.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling