+51.4%
PYPL vs AWK
+254.3%
-202.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -2.9% | -3.0% |
| 7D | +2.7% | +1.7% | +0.9% | +2.0% |
| 30D | -4.9% | +5.6% | -10.5% | -7.0% |
| 3M | +28.9% | +15.9% | +13.0% | +21.1% |
| 6M | +18.2% | +4.6% | +13.7% | +15.5% |
| YTD | -5.0% | +10.1% | -15.1% | -9.3% |
| 1Y | -18.8% | +2.1% | -20.9% | -20.2% |
| 3Y | -12.6% | +9.8% | -22.4% | -19.3% |
| 5Y | -80.8% | -15.4% | -65.4% | -80.3% |
| 10Y | +49.9% | +129.4% | -79.5% | +9.7% |
| All | +51.4% | +254.3% | -202.9% | -13.7% |
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