-27.1%
ADBE vs AWK
+19.4%
-46.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.5% | +1.6% |
| 7D | +1.6% | +0.1% | +1.4% | +1.5% |
| 30D | +1.0% | +14.3% | -13.3% | -1.7% |
| 3M | -10.1% | +10.3% | -20.4% | -12.1% |
| 6M | +3.0% | +18.9% | -16.0% | +1.5% |
| YTD | -30.5% | +17.7% | -48.3% | -31.9% |
| 1Y | -27.1% | +16.9% | -44.0% | -28.3% |
| All | -27.1% | +19.4% | -46.6% | -28.3% |
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 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