+30.6%
ORCL vs AWK
-1.1%
+31.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +0.6% |
| 7D | -11.2% | +4.1% | -15.3% | -10.7% |
| 30D | -18.8% | +18.0% | -36.8% | -17.4% |
| 3M | -18.8% | +12.2% | -31.0% | -17.7% |
| 6M | -39.7% | +21.2% | -61.0% | -38.5% |
| YTD | -39.6% | +17.6% | -57.2% | -38.5% |
| 1Y | -51.7% | +19.2% | -71.0% | -50.8% |
| 3Y | +10.2% | +26.7% | -16.5% | +8.0% |
| All | +30.6% | -1.1% | +31.6% | +33.5% |
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