+201.2%
ABT vs AWK
+135.6%
+65.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.4% | -1.6% |
| 7D | -5.0% | -0.7% | -4.2% | -4.7% |
| 30D | -5.8% | +2.8% | -8.6% | -7.0% |
| 3M | +16.7% | +11.3% | +5.4% | +11.3% |
| 6M | -5.2% | +6.7% | -12.0% | -8.3% |
| YTD | -16.0% | +9.4% | -25.3% | -19.8% |
| 1Y | -18.3% | +3.7% | -22.0% | -20.3% |
| 3Y | +9.2% | +9.2% | 0.0% | +1.9% |
| 5Y | -11.6% | -15.7% | +4.2% | -7.4% |
| All | +201.2% | +135.6% | +65.6% | +116.2% |
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