+18.5%
ABNB vs AWK
+9.9%
+8.6%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -3.8% | -4.1% |
| 7D | -4.4% | +2.2% | -6.6% | -4.3% |
| 30D | -2.0% | +4.4% | -6.4% | -1.9% |
| 3M | +29.8% | +15.4% | +14.5% | +30.8% |
| 6M | +31.0% | +3.5% | +27.5% | +31.4% |
| YTD | +28.6% | +9.8% | +18.8% | +29.3% |
| 1Y | +40.1% | +3.0% | +37.1% | +40.5% |
| All | +18.5% | +9.9% | +8.6% | +15.1% |
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