+812.7%
ORCL vs AWK
+969.7%
-157.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.1% | +3.2% | +3.1% |
| 7D | +5.3% | +1.7% | +3.5% | +4.8% |
| 30D | +10.0% | +5.6% | +4.4% | +8.2% |
| 3M | -32.6% | +15.9% | -48.4% | -35.9% |
| 6M | +4.9% | +4.6% | +0.4% | +2.4% |
| YTD | -17.8% | +10.1% | -27.8% | -21.1% |
| 1Y | -28.0% | +2.1% | -30.1% | -29.8% |
| 3Y | +36.0% | +9.8% | +26.2% | +24.7% |
| 5Y | +88.7% | -15.4% | +104.1% | +90.0% |
| 10Y | +346.9% | +129.4% | +217.5% | +180.1% |
| All | +812.7% | +969.7% | -157.0% | +151.2% |
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