+10.2%
ORCL vs AWK
+24.3%
-14.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +0.1% |
| 7D | -11.2% | +4.1% | -15.3% | -9.2% |
| 30D | -18.8% | +18.0% | -36.8% | -11.9% |
| 3M | -18.8% | +12.2% | -31.0% | -13.8% |
| 6M | -39.7% | +21.2% | -61.0% | -33.1% |
| YTD | -39.6% | +17.6% | -57.2% | -33.6% |
| 1Y | -51.7% | +19.2% | -71.0% | -46.4% |
| 3Y | +10.2% | +26.7% | -16.5% | +26.3% |
| All | +10.2% | +24.3% | -14.1% | +26.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling