+17.6%
ABNB vs AWK
+4.3%
+13.3%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.1% | +1.7% |
| 7D | -6.5% | -2.1% | -4.3% | -6.2% |
| 30D | -5.5% | +2.1% | -7.6% | -5.7% |
| 3M | +30.0% | +11.4% | +18.7% | +28.4% |
| 6M | +27.6% | +3.9% | +23.7% | +26.9% |
| YTD | +25.4% | +7.7% | +17.7% | +24.0% |
| 1Y | +38.3% | +1.3% | +37.0% | +37.9% |
| 3Y | +15.5% | +7.2% | +8.3% | +11.2% |
| 5Y | +3.0% | -17.0% | +20.0% | -4.4% |
| All | +17.6% | +4.3% | +13.3% | +17.2% |
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