-49.6%
ORCL vs AWK
+18.2%
-67.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.7% | +3.9% | +2.6% |
| 7D | +0.5% | +1.2% | -0.7% | +1.6% |
| 30D | -15.3% | +15.8% | -31.1% | -5.7% |
| 3M | -18.2% | +11.0% | -29.2% | -11.5% |
| 6M | -38.4% | +21.0% | -59.4% | -28.0% |
| YTD | -37.7% | +16.7% | -54.4% | -29.5% |
| All | -49.6% | +18.2% | -67.8% | -40.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling