-7.5%
ELV vs AWK
+9.9%
-17.4%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.2% | -1.2% |
| 7D | -2.2% | +0.6% | -2.8% | -2.3% |
| 30D | -0.2% | +4.3% | -4.5% | -1.2% |
| 3M | -6.1% | +12.5% | -18.6% | -8.8% |
| 6M | +42.8% | +3.3% | +39.5% | +41.5% |
| YTD | +14.4% | +9.8% | +4.6% | +11.4% |
| 1Y | +28.6% | +2.9% | +25.7% | +27.2% |
| All | -7.5% | +9.9% | -17.4% | -11.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling