-54.4%
ADBE vs AWK
+9.9%
-64.3%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.2% | -3.2% | -3.5% |
| 7D | -10.1% | +2.2% | -12.2% | -10.2% |
| 30D | -3.0% | +4.4% | -7.4% | -3.2% |
| 3M | +5.0% | +15.4% | -10.4% | +4.8% |
| 6M | -9.3% | +3.5% | -12.8% | -9.3% |
| YTD | -26.5% | +9.8% | -36.3% | -26.7% |
| 1Y | -28.3% | +3.0% | -31.3% | -28.4% |
| All | -54.4% | +9.9% | -64.3% | -54.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling