+2.2%
ABNB vs AWK
-16.7%
+18.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | -7.4% | +0.6% | -8.0% | -7.5% |
| 30D | -8.2% | +4.3% | -12.5% | -8.9% |
| 3M | +29.1% | +12.5% | +16.6% | +26.3% |
| 6M | +26.6% | +3.3% | +23.3% | +25.6% |
| YTD | +25.0% | +9.8% | +15.2% | +22.3% |
| 1Y | +37.0% | +2.9% | +34.1% | +35.9% |
| 3Y | +16.3% | +9.6% | +6.7% | +9.6% |
| 5Y | +2.2% | -16.7% | +18.8% | +0.2% |
| All | +2.2% | -16.7% | +18.9% | +0.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling