+516.6%
QCOM vs AWK
+1,042.6%
-526.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.4% | +6.9% | +6.0% |
| 7D | +0.4% | +4.1% | -3.7% | -1.0% |
| 30D | -6.6% | +18.0% | -24.6% | -11.7% |
| 3M | +3.7% | +12.2% | -8.5% | -0.5% |
| 6M | -13.3% | +21.2% | -34.6% | -19.4% |
| YTD | -1.8% | +17.6% | -19.3% | -8.4% |
| 1Y | -2.5% | +19.2% | -21.7% | -9.7% |
| 3Y | +47.0% | +26.7% | +20.2% | +27.9% |
| 5Y | +13.1% | -1.3% | +14.4% | +8.0% |
| 10Y | +224.7% | +159.7% | +65.0% | +100.5% |
| All | +516.6% | +1,042.6% | -526.0% | +74.1% |
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