+60.2%
ROKU vs AWK
+1.8%
+58.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | -1.3% | +1.7% | -3.1% | -1.0% |
| 30D | +5.9% | +5.6% | +0.3% | +7.1% |
| 3M | +23.9% | +15.9% | +8.0% | +28.9% |
| 6M | +59.6% | +4.6% | +55.0% | +61.3% |
| YTD | +43.4% | +10.1% | +33.4% | +47.0% |
| 1Y | +60.2% | +2.1% | +58.1% | +56.7% |
| All | +60.2% | +1.8% | +58.4% | +56.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling