+109.1%
AMGN vs AWK
-17.3%
+126.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.1% |
| 7D | -13.9% | -0.7% | -13.1% | -13.7% |
| 30D | -7.1% | +2.8% | -9.9% | -7.9% |
| 3M | +13.9% | +11.3% | +2.6% | +10.2% |
| 6M | +3.2% | +6.7% | -3.5% | +1.0% |
| YTD | +19.2% | +9.4% | +9.9% | +15.6% |
| 1Y | +41.1% | +3.7% | +37.4% | +38.8% |
| 3Y | +61.3% | +9.2% | +52.1% | +54.0% |
| 5Y | +109.1% | -15.7% | +124.8% | +100.2% |
| All | +109.1% | -17.3% | +126.3% | +100.2% |
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 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