+1,735.1%
PLTR vs AWK
+9.9%
+1,725.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.1% | -4.4% | -4.5% |
| 7D | -6.4% | +1.7% | -8.2% | -6.6% |
| 30D | +10.0% | +5.6% | +4.5% | +9.3% |
| 3M | +23.0% | +15.9% | +7.2% | +20.8% |
| 6M | +13.8% | +4.6% | +9.2% | +13.0% |
| YTD | -1.9% | +10.1% | -12.0% | -3.4% |
| 1Y | +11.6% | +2.1% | +9.6% | +11.2% |
| 3Y | +1,048.4% | +9.8% | +1,038.6% | +976.8% |
| 5Y | +554.4% | -15.4% | +569.7% | +519.7% |
| All | +1,735.1% | +9.9% | +1,725.1% | +1,391.5% |
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