+1,156.2%
ABBV vs AWK
+396.0%
+760.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | +0.4% | +1.7% | -1.4% | -0.2% |
| 30D | +4.2% | +5.6% | -1.4% | +2.4% |
| 3M | +14.8% | +15.9% | -1.0% | +9.7% |
| 6M | +10.3% | +4.6% | +5.7% | +8.5% |
| YTD | +14.9% | +10.1% | +4.8% | +11.2% |
| 1Y | +24.1% | +2.1% | +22.0% | +22.7% |
| 3Y | +91.9% | +9.8% | +82.1% | +83.4% |
| 5Y | +176.0% | -15.4% | +191.4% | +182.5% |
| 10Y | +502.9% | +129.4% | +373.5% | +334.5% |
| All | +1,156.2% | +396.0% | +760.2% | +584.9% |
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 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