+623.6%
ADBE vs AWK
+969.7%
-346.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.1% | -6.6% | -6.7% |
| 7D | -8.6% | +1.7% | -10.3% | -9.2% |
| 30D | +2.8% | +5.6% | -2.8% | +0.4% |
| 3M | +3.1% | +15.9% | -12.7% | -3.1% |
| 6M | -2.4% | +4.6% | -7.0% | -4.9% |
| YTD | -23.9% | +10.1% | -33.9% | -27.6% |
| 1Y | -22.6% | +2.1% | -24.7% | -24.2% |
| 3Y | -52.7% | +9.8% | -62.5% | -56.7% |
| 5Y | -60.0% | -15.4% | -44.7% | -58.8% |
| 10Y | +157.3% | +129.4% | +27.9% | +59.5% |
| All | +623.6% | +969.7% | -346.1% | +84.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling