+559.3%
ROKU vs AWK
+104.0%
+455.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.1% | +1.0% |
| 7D | -0.4% | -2.1% | +1.7% | +0.2% |
| 30D | +2.1% | +2.1% | 0.0% | +1.4% |
| 3M | +29.5% | +11.4% | +18.1% | +25.4% |
| 6M | +53.8% | +3.9% | +49.9% | +51.2% |
| YTD | +42.8% | +7.7% | +35.1% | +38.5% |
| 1Y | +60.7% | +1.3% | +59.4% | +58.4% |
| 3Y | +83.9% | +7.2% | +76.7% | +68.8% |
| 5Y | -52.8% | -17.0% | -35.8% | -52.7% |
| All | +559.3% | +104.0% | +455.3% | +514.6% |
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 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