+263.7%
QCOM vs AWK
+126.2%
+137.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.2% | +3.4% | +3.2% |
| 7D | +5.1% | +2.2% | +2.9% | +4.5% |
| 30D | +4.3% | +4.4% | -0.2% | +3.1% |
| 3M | -19.6% | +15.4% | -35.0% | -22.8% |
| 6M | +29.5% | +3.5% | +26.0% | +27.5% |
| YTD | +3.4% | +9.8% | -6.4% | -0.1% |
| 1Y | +10.9% | +3.0% | +7.9% | +8.8% |
| 3Y | +74.8% | +9.7% | +65.1% | +63.1% |
| 5Y | +36.2% | -17.2% | +53.3% | +39.9% |
| 10Y | +263.7% | +126.1% | +137.7% | +176.7% |
| All | +263.7% | +126.2% | +137.6% | +176.7% |
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 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