+602.8%
JNJ vs AWK
+969.7%
-366.8%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | +2.7% | +1.7% | +0.9% | +2.1% |
| 30D | +7.4% | +5.6% | +1.8% | +5.3% |
| 3M | +21.2% | +15.9% | +5.4% | +15.1% |
| 6M | +13.4% | +4.6% | +8.8% | +11.4% |
| YTD | +35.1% | +10.1% | +25.1% | +30.1% |
| 1Y | +57.4% | +2.1% | +55.3% | +55.3% |
| 3Y | +86.8% | +9.8% | +76.9% | +77.6% |
| 5Y | +80.8% | -15.4% | +96.2% | +86.0% |
| 10Y | +202.7% | +129.4% | +73.3% | +117.0% |
| All | +602.8% | +969.7% | -366.8% | +181.0% |
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