+148.0%
ADBE vs AWK
+135.6%
+12.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.0% | -2.2% |
| 7D | -12.9% | -0.7% | -12.2% | -12.7% |
| 30D | -5.6% | +2.8% | -8.4% | -6.6% |
| 3M | +6.6% | +11.3% | -4.7% | +2.5% |
| 6M | -9.6% | +6.7% | -16.3% | -12.2% |
| YTD | -28.9% | +9.4% | -38.3% | -31.8% |
| 1Y | -28.9% | +3.7% | -32.7% | -30.6% |
| 3Y | -55.6% | +9.2% | -64.8% | -58.9% |
| 5Y | -62.2% | -15.7% | -46.5% | -60.9% |
| All | +148.0% | +135.6% | +12.4% | +72.3% |
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