+6.4%
OXY vs AWK
+132.0%
-125.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.8% |
| 7D | +2.8% | -2.1% | +5.0% | +3.3% |
| 30D | +5.5% | +2.1% | +3.4% | +4.9% |
| 3M | +11.3% | +11.4% | -0.1% | +8.6% |
| 6M | +11.6% | +3.9% | +7.7% | +10.4% |
| YTD | +51.6% | +7.7% | +43.9% | +48.6% |
| 1Y | +36.2% | +1.3% | +34.9% | +35.2% |
| 3Y | +1.7% | +7.2% | -5.5% | -1.9% |
| 5Y | +164.5% | -17.0% | +181.5% | +170.1% |
| All | +6.4% | +132.0% | -125.6% | -18.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling