+1,354.0%
ABBV vs AWK
+430.5%
+923.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | -0.2% |
| 7D | +1.3% | +0.1% | +1.1% | +1.2% |
| 30D | +4.7% | +14.3% | -9.6% | +0.4% |
| 3M | +18.3% | +10.3% | +8.1% | +14.6% |
| 6M | +43.4% | +18.9% | +24.4% | +35.7% |
| YTD | +33.0% | +17.7% | +15.3% | +25.9% |
| 1Y | +30.8% | +16.9% | +14.0% | +24.1% |
| 3Y | +135.1% | +32.2% | +102.9% | +112.2% |
| 5Y | +201.2% | -2.2% | +203.4% | +194.7% |
| 10Y | +602.7% | +156.1% | +446.6% | +389.3% |
| All | +1,354.0% | +430.5% | +923.5% | +675.4% |
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