+2,121.5%
MSFT vs AWK
+969.7%
+1,151.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -2.0% |
| 7D | -2.7% | +1.7% | -4.4% | -3.3% |
| 30D | +2.7% | +5.6% | -2.9% | +0.7% |
| 3M | +17.0% | +15.9% | +1.1% | +10.6% |
| 6M | +23.8% | +4.6% | +19.2% | +20.9% |
| YTD | +4.0% | +10.1% | -6.1% | -0.7% |
| 1Y | -0.8% | +2.1% | -2.9% | -3.0% |
| 3Y | +55.6% | +9.8% | +45.8% | +42.9% |
| 5Y | +72.9% | -15.4% | +88.3% | +76.1% |
| 10Y | +875.8% | +129.4% | +746.4% | +537.1% |
| All | +2,121.5% | +969.7% | +1,151.8% | +600.8% |
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