+1,684.5%
PLTR vs AWK
+9.6%
+1,674.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.4% | -0.4% |
| 7D | 0.0% | +0.6% | -0.6% | 0.0% |
| 30D | -3.3% | +4.3% | -7.5% | -3.8% |
| 3M | +28.4% | +12.5% | +15.8% | +26.5% |
| 6M | +8.4% | +3.3% | +5.1% | +7.8% |
| YTD | -4.6% | +9.8% | -14.4% | -6.1% |
| 1Y | +4.4% | +2.9% | +1.5% | +3.9% |
| 3Y | +1,020.5% | +9.6% | +1,010.9% | +950.9% |
| 5Y | +548.8% | -16.7% | +565.4% | +513.7% |
| All | +1,684.5% | +9.6% | +1,674.9% | +1,350.9% |
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