+60.6%
PYPL vs AWK
+271.6%
-211.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.4% |
| 7D | -1.1% | -3.2% | +2.1% | +0.1% |
| 30D | +3.8% | +13.5% | -9.7% | -1.4% |
| 3M | -1.3% | +9.4% | -10.7% | -5.0% |
| 6M | +29.0% | +16.4% | +12.7% | +20.8% |
| YTD | +0.7% | +15.4% | -14.7% | -5.7% |
| 1Y | -12.3% | +16.8% | -29.1% | -18.4% |
| 3Y | +7.6% | +28.6% | -20.9% | -7.7% |
| 5Y | -71.7% | -4.1% | -67.6% | -72.4% |
| 10Y | +47.1% | +151.2% | -104.1% | +4.4% |
| All | +60.6% | +271.6% | -211.0% | -10.4% |
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 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