+192.5%
JNJ vs AWK
+132.0%
+60.5%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.3% |
| 7D | -3.5% | -2.1% | -1.4% | -2.7% |
| 30D | +2.3% | +2.1% | +0.3% | +1.5% |
| 3M | +12.0% | +11.4% | +0.6% | +7.5% |
| 6M | +10.5% | +3.9% | +6.6% | +8.6% |
| YTD | +30.4% | +7.7% | +22.7% | +26.2% |
| 1Y | +52.1% | +1.3% | +50.8% | +50.4% |
| 3Y | +77.8% | +7.2% | +70.6% | +70.0% |
| 5Y | +82.9% | -17.0% | +99.9% | +90.6% |
| All | +192.5% | +132.0% | +60.5% | +111.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling