-30.4%
ELAN vs AWK
-17.6%
-12.8%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +2.9% | +1.9% |
| 7D | -5.4% | -2.1% | -3.3% | -4.8% |
| 30D | +4.7% | +2.1% | +2.6% | +4.0% |
| 3M | -3.7% | +11.4% | -15.0% | -7.1% |
| 6M | -1.2% | +3.9% | -5.1% | -2.9% |
| YTD | +2.4% | +7.7% | -5.3% | -0.8% |
| 1Y | +23.4% | +1.3% | +22.1% | +21.8% |
| 3Y | +96.7% | +7.2% | +89.5% | +83.2% |
| All | -30.4% | -17.6% | -12.8% | -33.1% |
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