+560.0%
ADBE vs AWK
+1,044.2%
-484.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.5% | +1.3% |
| 7D | +1.6% | +0.1% | +1.4% | +1.5% |
| 30D | +1.0% | +14.3% | -13.3% | -4.5% |
| 3M | -10.1% | +10.3% | -20.4% | -13.8% |
| 6M | +3.0% | +18.9% | -16.0% | -4.5% |
| YTD | -30.5% | +17.7% | -48.3% | -35.8% |
| 1Y | -27.1% | +16.9% | -44.0% | -32.5% |
| 3Y | -58.8% | +32.2% | -91.0% | -65.3% |
| 5Y | -63.0% | -2.2% | -60.9% | -64.2% |
| 10Y | +134.5% | +156.1% | -21.7% | +38.4% |
| All | +560.0% | +1,044.2% | -484.2% | +63.2% |
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