+1,677.1%
PLTR vs AWK
+17.5%
+1,659.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.3% |
| 7D | -3.8% | +2.7% | -6.4% | -4.0% |
| 30D | -19.2% | +16.7% | -35.9% | -20.7% |
| 3M | -3.7% | +11.7% | -15.4% | -4.9% |
| 6M | +22.5% | +21.9% | +0.6% | +19.5% |
| YTD | -5.0% | +17.6% | -22.6% | -7.2% |
| 1Y | -12.8% | +19.8% | -32.6% | -15.2% |
| 3Y | +758.3% | +31.0% | +727.3% | +664.1% |
| 5Y | +649.6% | -3.0% | +652.6% | +607.9% |
| All | +1,677.1% | +17.5% | +1,659.6% | +1,333.4% |
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 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