-25.9%
ADBE vs AWK
+20.7%
-46.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.2% | +0.5% |
| 7D | -0.5% | +7.0% | -7.6% | -2.0% |
| 30D | +4.1% | +17.0% | -13.0% | +1.0% |
| 3M | -3.5% | +12.4% | -15.9% | -5.7% |
| 6M | -2.2% | +19.6% | -21.8% | -3.4% |
| YTD | -29.0% | +17.0% | -46.0% | -30.4% |
| 1Y | -25.9% | +20.0% | -45.9% | -28.4% |
| All | -25.9% | +20.7% | -46.6% | -28.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling