+71.4%
MSFT vs AWK
-15.0%
+86.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -0.9% | -1.1% |
| 7D | -1.4% | +2.2% | -3.6% | -1.7% |
| 30D | -1.0% | +4.4% | -5.5% | -1.6% |
| 3M | +20.2% | +15.4% | +4.8% | +17.7% |
| 6M | +21.3% | +3.5% | +17.8% | +20.5% |
| YTD | +2.8% | +9.8% | -7.0% | +1.0% |
| 1Y | 0.0% | +3.0% | -3.0% | -0.7% |
| 3Y | +51.2% | +9.7% | +41.6% | +45.4% |
| 5Y | +71.4% | -17.2% | +88.6% | +80.6% |
| All | +71.4% | -15.0% | +86.5% | +80.6% |
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