+247.2%
ORCL vs AWK
+157.4%
+89.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.6% |
| 7D | -6.5% | +2.7% | -9.2% | -6.9% |
| 30D | -16.6% | +16.7% | -33.2% | -18.8% |
| 3M | -21.6% | +11.7% | -33.4% | -23.2% |
| 6M | -39.4% | +21.9% | -61.3% | -41.7% |
| YTD | -38.7% | +17.6% | -56.3% | -40.9% |
| 1Y | -50.4% | +19.8% | -70.1% | -52.5% |
| 3Y | +8.1% | +31.0% | -22.9% | -3.3% |
| 5Y | +34.5% | -3.0% | +37.5% | +33.1% |
| All | +247.2% | +157.4% | +89.8% | +161.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling