+633.4%
ORCL vs AWK
+1,022.0%
-388.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.6% |
| 7D | +10.4% | -3.2% | +13.6% | +11.3% |
| 30D | -11.2% | +13.5% | -24.7% | -14.8% |
| 3M | -16.8% | +9.4% | -26.1% | -19.2% |
| 6M | -31.5% | +16.4% | -47.9% | -35.2% |
| YTD | -33.9% | +15.4% | -49.3% | -37.7% |
| 1Y | -43.3% | +16.8% | -60.1% | -47.0% |
| 3Y | +16.5% | +28.6% | -12.1% | +0.4% |
| 5Y | +45.4% | -4.1% | +49.5% | +39.5% |
| 10Y | +274.0% | +151.2% | +122.9% | +126.2% |
| All | +633.4% | +1,022.0% | -388.6% | +98.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling