+134.7%
ABBV vs AWK
+29.7%
+104.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.1% |
| 7D | +2.2% | -2.6% | +4.7% | +2.9% |
| 30D | +8.0% | +14.2% | -6.2% | +3.7% |
| 3M | +19.1% | +10.0% | +9.1% | +15.6% |
| 6M | +43.5% | +17.1% | +26.5% | +36.8% |
| YTD | +32.7% | +16.1% | +16.6% | +26.4% |
| 1Y | +30.0% | +17.5% | +12.5% | +23.4% |
| All | +134.7% | +29.7% | +104.9% | +121.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling