+137.0%
AWK vs ELF
+393.8%
-256.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +0.8% |
| 7D | +2.7% | +6.3% | -3.6% | +2.4% |
| 30D | +16.7% | +8.5% | +8.2% | +16.2% |
| 3M | +11.7% | +24.4% | -12.7% | +10.5% |
| 6M | +21.9% | +94.7% | -72.8% | +17.7% |
| YTD | +17.6% | +55.9% | -38.2% | +14.3% |
| 1Y | +19.8% | +48.4% | -28.6% | +16.7% |
| 3Y | +31.0% | +24.6% | +6.4% | +23.4% |
| 5Y | -3.0% | +285.0% | -288.0% | -18.4% |
| 10Y | +156.8% | +357.2% | -200.4% | +100.7% |
| All | +137.0% | +393.8% | -256.8% | +85.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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