+257.2%
XOM vs AWK
-17.6%
+274.8%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.6% |
| 7D | +4.1% | -2.1% | +6.2% | +4.3% |
| 30D | +4.6% | +2.1% | +2.5% | +4.4% |
| 3M | +14.0% | +11.4% | +2.6% | +12.7% |
| 6M | +11.0% | +3.9% | +7.1% | +10.5% |
| YTD | +40.7% | +7.7% | +33.0% | +39.5% |
| 1Y | +52.3% | +1.3% | +51.0% | +51.9% |
| 3Y | +60.5% | +7.2% | +53.3% | +58.1% |
| All | +257.2% | -17.6% | +274.8% | +233.9% |
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