+230.9%
QCOM vs AWK
+146.2%
+84.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.7% | +4.4% | +3.8% |
| 7D | +5.8% | +1.2% | +4.6% | +5.4% |
| 30D | -2.3% | +15.8% | -18.1% | -5.8% |
| 3M | +2.7% | +11.0% | -8.3% | -0.1% |
| 6M | -21.0% | +21.0% | -42.0% | -25.2% |
| YTD | +1.8% | +16.7% | -14.9% | -3.2% |
| 1Y | +2.4% | +17.2% | -14.7% | -2.8% |
| 3Y | +52.1% | +29.2% | +23.0% | +34.1% |
| 5Y | +14.6% | -2.3% | +16.9% | +11.6% |
| 10Y | +230.9% | +150.5% | +80.3% | +150.6% |
| All | +230.9% | +146.2% | +84.7% | +150.6% |
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