+251.6%
ORCL vs AWK
+146.2%
+105.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.7% | +3.9% | +3.3% |
| 7D | +0.5% | +1.2% | -0.7% | +0.2% |
| 30D | -15.3% | +15.8% | -31.1% | -17.4% |
| 3M | -18.2% | +11.0% | -29.2% | -19.8% |
| 6M | -38.4% | +21.0% | -59.4% | -40.8% |
| YTD | -37.7% | +16.7% | -54.4% | -39.9% |
| 1Y | -49.3% | +17.2% | -66.4% | -51.2% |
| 3Y | +10.6% | +29.2% | -18.6% | -0.7% |
| 5Y | +35.5% | -2.3% | +37.8% | +33.5% |
| 10Y | +251.6% | +150.5% | +101.0% | +166.6% |
| All | +251.6% | +146.2% | +105.4% | +166.6% |
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 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