+504.9%
ABBV vs AWK
+132.0%
+372.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.4% | +1.3% |
| 7D | +0.3% | -2.1% | +2.4% | +0.9% |
| 30D | +3.4% | +2.1% | +1.3% | +2.7% |
| 3M | +15.2% | +11.4% | +3.8% | +11.5% |
| 6M | +14.7% | +3.9% | +10.8% | +13.1% |
| YTD | +15.2% | +7.7% | +7.5% | +12.2% |
| 1Y | +20.4% | +1.3% | +19.1% | +19.3% |
| 3Y | +91.3% | +7.2% | +84.2% | +84.3% |
| 5Y | +189.6% | -17.0% | +206.6% | +198.2% |
| All | +504.9% | +132.0% | +372.9% | +347.7% |
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 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