+16.9%
AWK vs LEN
-30.4%
+47.3%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.3% | +1.4% |
| 7D | +0.1% | -5.8% | +5.9% | +0.8% |
| 30D | +14.3% | +13.7% | +0.6% | +12.9% |
| 3M | +10.3% | -3.9% | +14.2% | +10.1% |
| 6M | +18.9% | -0.4% | +19.3% | +18.5% |
| YTD | +17.7% | -16.8% | +34.6% | +18.3% |
| 1Y | +16.9% | -29.5% | +46.3% | +19.3% |
| All | +16.9% | -30.4% | +47.3% | +19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 1y: compounded portfolio wealth divided by compounded LEN 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…
1y analysis · Full analysis span regression · 6 months rolling