+35.8%
ABNB vs AWK
+2.5%
+33.4%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.8% | -1.2% |
| 7D | -9.5% | -0.7% | -8.8% | -9.5% |
| 30D | -9.4% | +2.8% | -12.1% | -9.4% |
| 3M | +29.9% | +11.3% | +18.5% | +30.6% |
| 6M | +26.6% | +6.7% | +19.9% | +27.3% |
| YTD | +23.5% | +9.4% | +14.1% | +24.6% |
| 1Y | +35.8% | +3.7% | +32.1% | +37.2% |
| All | +35.8% | +2.5% | +33.4% | +37.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling