+419.2%
SYK vs AWK
+963.1%
-544.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.6% | -1.8% |
| 7D | -12.3% | -0.7% | -11.6% | -12.0% |
| 30D | -22.4% | +2.8% | -25.2% | -23.4% |
| 3M | -12.3% | +11.3% | -23.7% | -16.3% |
| 6M | -24.3% | +6.7% | -31.0% | -26.6% |
| YTD | -22.8% | +9.4% | -32.1% | -26.1% |
| 1Y | -28.8% | +3.7% | -32.5% | -30.5% |
| 3Y | -4.0% | +9.2% | -13.2% | -10.7% |
| 5Y | +3.8% | -15.7% | +19.6% | +7.8% |
| 10Y | +172.8% | +135.3% | +37.5% | +78.2% |
| All | +419.2% | +963.1% | -544.0% | +69.3% |
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