+228.4%
UNH vs AWK
+132.0%
+96.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.5% | -0.8% | -1.8% |
| 7D | -4.5% | -2.1% | -2.4% | -3.8% |
| 30D | -6.5% | +2.1% | -8.6% | -7.3% |
| 3M | -6.0% | +11.4% | -17.4% | -9.8% |
| 6M | +33.7% | +3.9% | +29.7% | +31.0% |
| YTD | +16.4% | +7.7% | +8.7% | +12.2% |
| 1Y | +10.1% | +1.3% | +8.8% | +8.5% |
| 3Y | -16.3% | +7.2% | -23.5% | -21.4% |
| 5Y | +2.1% | -17.0% | +19.1% | +6.5% |
| All | +228.4% | +132.0% | +96.4% | +132.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling