-61.5%
ADBE vs AWK
-16.7%
-44.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -8.9% | +0.6% | -9.5% | -9.1% |
| 30D | -6.6% | +4.3% | -10.9% | -7.8% |
| 3M | +7.1% | +12.5% | -5.4% | +3.7% |
| 6M | -9.8% | +3.3% | -13.1% | -10.8% |
| YTD | -27.2% | +9.8% | -36.9% | -29.5% |
| 1Y | -28.0% | +2.9% | -30.9% | -29.0% |
| 3Y | -54.5% | +9.6% | -64.1% | -57.4% |
| 5Y | -61.5% | -16.7% | -44.8% | -60.3% |
| All | -61.5% | -16.7% | -44.7% | -60.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling