+27.5%
UAL vs AWK
+20.7%
+6.9%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +2.2% | +5.8% | +8.3% |
| 7D | +11.9% | +7.0% | +4.9% | +13.2% |
| 30D | +5.2% | +17.0% | -11.8% | +8.5% |
| 3M | -12.7% | +12.4% | -25.1% | -10.8% |
| 6M | +28.5% | +19.6% | +8.9% | +33.6% |
| YTD | +3.5% | +17.0% | -13.5% | +9.7% |
| 1Y | +27.5% | +20.0% | +7.5% | +34.6% |
| All | +27.5% | +20.7% | +6.9% | +34.6% |
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 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