+11.2%
QCOM vs AWK
-1.1%
+12.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.4% | +6.9% | +5.6% |
| 7D | +0.4% | +4.1% | -3.7% | +0.1% |
| 30D | -6.6% | +18.0% | -24.6% | -7.8% |
| 3M | +3.7% | +12.2% | -8.5% | +2.8% |
| 6M | -13.3% | +21.2% | -34.6% | -14.9% |
| YTD | -1.8% | +17.6% | -19.3% | -3.6% |
| 1Y | -2.5% | +19.2% | -21.7% | -4.6% |
| 3Y | +47.0% | +26.7% | +20.2% | +34.7% |
| All | +11.2% | -1.1% | +12.3% | +8.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling