+35.0%
ELV vs AWK
+1.9%
+33.1%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.9% | +7.4% | +5.8% |
| 7D | +2.8% | -2.1% | +4.9% | +3.1% |
| 30D | +4.9% | +2.1% | +2.9% | +4.5% |
| 3M | +4.9% | +11.4% | -6.5% | +2.6% |
| 6M | +45.1% | +3.9% | +41.2% | +44.1% |
| YTD | +20.7% | +7.7% | +13.0% | +18.2% |
| 1Y | +35.0% | +1.3% | +33.7% | +34.5% |
| All | +35.0% | +1.9% | +33.1% | +34.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling