-9.4%
ABT vs AWK
-16.7%
+7.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.2% | -0.3% |
| 7D | -4.7% | +0.6% | -5.3% | -5.0% |
| 30D | -3.1% | +4.3% | -7.4% | -4.8% |
| 3M | +16.1% | +12.5% | +3.6% | +10.8% |
| 6M | -5.3% | +3.3% | -8.6% | -6.8% |
| YTD | -14.4% | +9.8% | -24.2% | -18.0% |
| 1Y | -18.4% | +2.9% | -21.3% | -19.9% |
| 3Y | +11.2% | +9.6% | +1.6% | +5.0% |
| 5Y | -9.4% | -16.7% | +7.3% | -5.4% |
| All | -9.4% | -16.7% | +7.4% | -5.4% |
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