-9.9%
ABNB vs AWK
-2.4%
-7.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.4% | +1.8% | +2.8% |
| 7D | -1.7% | +0.1% | -1.8% | -1.7% |
| 30D | +11.8% | +14.3% | -2.5% | +8.7% |
| 3M | +0.9% | +10.3% | -9.4% | -1.2% |
| 6M | +40.5% | +18.9% | +21.5% | +35.5% |
| YTD | +37.6% | +17.7% | +19.9% | +32.5% |
| 1Y | +54.1% | +16.9% | +37.3% | +48.6% |
| 3Y | +56.8% | +32.2% | +24.6% | +36.4% |
| All | -9.9% | -2.4% | -7.4% | -14.8% |
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