+76.2%
UBER vs AWK
-16.7%
+92.9%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | -7.0% | +0.6% | -7.6% | -7.1% |
| 30D | -8.9% | +4.3% | -13.2% | -9.6% |
| 3M | +1.0% | +12.5% | -11.5% | -0.9% |
| 6M | -3.7% | +3.3% | -7.0% | -4.4% |
| YTD | -13.0% | +9.8% | -22.8% | -14.6% |
| 1Y | -25.5% | +2.9% | -28.4% | -26.1% |
| 3Y | +50.5% | +9.6% | +40.9% | +43.4% |
| 5Y | +76.2% | -16.7% | +92.8% | +56.7% |
| All | +76.2% | -16.7% | +92.9% | +56.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling