+83.4%
JNJ vs AWK
-17.3%
+100.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | +0.1% | -0.2% |
| 7D | -4.3% | -0.7% | -3.6% | -4.1% |
| 30D | +3.0% | +2.8% | +0.2% | +2.1% |
| 3M | +12.2% | +11.3% | +0.9% | +8.3% |
| 6M | +10.5% | +6.7% | +3.7% | +7.8% |
| YTD | +30.8% | +9.4% | +21.4% | +26.4% |
| 1Y | +54.9% | +3.7% | +51.2% | +52.2% |
| 3Y | +80.7% | +9.2% | +71.4% | +73.2% |
| 5Y | +83.4% | -15.7% | +99.1% | +83.5% |
| All | +83.4% | -17.3% | +100.7% | +83.5% |
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