+49.9%
MSTR vs AWK
-1.1%
+51.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | +0.1% |
| 7D | -1.2% | +4.1% | -5.3% | -2.3% |
| 30D | -15.9% | +18.0% | -33.9% | -20.0% |
| 3M | +33.1% | +12.2% | +20.9% | +28.3% |
| 6M | -31.0% | +21.2% | -52.2% | -35.5% |
| YTD | -15.1% | +17.6% | -32.7% | -20.4% |
| 1Y | -45.6% | +19.2% | -64.9% | -49.6% |
| 3Y | +180.5% | +26.7% | +153.8% | +121.4% |
| All | +49.9% | -1.1% | +51.0% | +34.8% |
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 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