+237.2%
XOM vs AWK
+966.9%
-729.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.3% | +2.2% |
| 7D | 0.0% | +0.6% | -0.6% | -0.1% |
| 30D | +3.4% | +4.3% | -0.8% | +2.0% |
| 3M | +11.0% | +12.5% | -1.5% | +6.7% |
| 6M | +10.6% | +3.3% | +7.3% | +9.0% |
| YTD | +39.2% | +9.8% | +29.4% | +34.2% |
| 1Y | +52.7% | +2.9% | +49.8% | +49.9% |
| 3Y | +56.8% | +9.6% | +47.2% | +47.6% |
| 5Y | +261.8% | -16.7% | +278.4% | +269.5% |
| 10Y | +191.3% | +136.1% | +55.2% | +83.7% |
| All | +237.2% | +966.9% | -729.7% | -6.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling