+529.0%
QCOM vs AWK
+969.7%
-440.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | +3.3% | +1.7% | +1.6% | +2.8% |
| 30D | +7.7% | +5.6% | +2.1% | +5.8% |
| 3M | -30.1% | +15.9% | -45.9% | -33.9% |
| 6M | +22.8% | +4.6% | +18.3% | +19.8% |
| YTD | +0.2% | +10.1% | -9.9% | -4.3% |
| 1Y | +7.9% | +2.1% | +5.8% | +5.3% |
| 3Y | +55.8% | +9.8% | +46.0% | +43.2% |
| 5Y | +30.1% | -15.4% | +45.4% | +31.6% |
| 10Y | +248.9% | +129.4% | +119.5% | +126.0% |
| All | +529.0% | +969.7% | -440.6% | +82.0% |
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