-26.2%
UBER vs AWK
+20.7%
-46.8%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.2% | +2.7% | +4.5% |
| 7D | +7.0% | +7.0% | 0.0% | +6.0% |
| 30D | +0.6% | +17.0% | -16.5% | -1.6% |
| 3M | -2.9% | +12.4% | -15.3% | -4.4% |
| 6M | -5.5% | +19.6% | -25.1% | -6.3% |
| YTD | -14.5% | +17.0% | -31.5% | -16.4% |
| 1Y | -26.2% | +20.0% | -46.2% | -27.5% |
| All | -26.2% | +20.7% | -46.8% | -27.5% |
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