+25.2%
UAL vs AWK
+18.2%
+7.0%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.7% | +7.5% | +6.6% |
| 7D | +10.2% | +1.2% | +9.0% | +10.4% |
| 30D | +12.0% | +15.8% | -3.8% | +16.0% |
| 3M | -7.1% | +11.0% | -18.1% | -4.8% |
| 6M | +20.9% | +21.0% | -0.1% | +27.5% |
| YTD | +7.7% | +16.7% | -9.1% | +15.1% |
| All | +25.2% | +18.2% | +7.0% | +34.4% |
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