+191.6%
XOM vs AWK
+135.6%
+55.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +1.0% | +0.7% |
| 7D | +1.9% | -0.7% | +2.6% | +2.0% |
| 30D | +4.1% | +2.8% | +1.3% | +3.4% |
| 3M | +10.4% | +11.3% | -0.9% | +7.7% |
| 6M | +13.0% | +6.7% | +6.3% | +11.1% |
| YTD | +40.1% | +9.4% | +30.7% | +36.7% |
| 1Y | +51.1% | +3.7% | +47.4% | +49.0% |
| 3Y | +57.7% | +9.2% | +48.5% | +51.5% |
| 5Y | +264.7% | -15.7% | +280.4% | +272.3% |
| All | +191.6% | +135.6% | +55.9% | +124.8% |
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