+2,225.1%
MSFT vs AWK
+1,028.7%
+1,196.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.6% |
| 7D | -2.4% | -2.6% | +0.2% | -1.5% |
| 30D | -3.8% | +14.2% | -17.9% | -8.4% |
| 3M | +6.4% | +10.0% | -3.6% | +2.5% |
| 6M | +28.8% | +17.1% | +11.7% | +20.9% |
| YTD | +8.8% | +16.1% | -7.3% | +1.7% |
| 1Y | +3.2% | +17.5% | -14.4% | -4.2% |
| 3Y | +44.8% | +29.3% | +15.5% | +24.3% |
| 5Y | +61.8% | -3.5% | +65.3% | +56.3% |
| 10Y | +897.9% | +152.7% | +745.3% | +526.9% |
| All | +2,225.1% | +1,028.7% | +1,196.3% | +617.7% |
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