+573.7%
ABT vs AWK
+1,028.7%
-455.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.6% |
| 7D | -5.6% | -2.6% | -3.0% | -4.6% |
| 30D | +5.2% | +14.2% | -9.0% | 0.0% |
| 3M | -2.7% | +10.0% | -12.7% | -6.2% |
| 6M | +28.8% | +17.1% | +11.8% | +21.2% |
| YTD | -12.3% | +16.1% | -28.4% | -17.6% |
| 1Y | -14.7% | +17.5% | -32.2% | -20.2% |
| 3Y | +21.6% | +29.3% | -7.8% | +7.9% |
| 5Y | -7.8% | -3.5% | -4.3% | -9.2% |
| 10Y | +222.5% | +152.7% | +69.8% | +129.6% |
| All | +573.7% | +1,028.7% | -455.1% | +194.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling