+93.9%
ILMN vs AWK
+20.7%
+73.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.2% | -7.1% | -4.6% |
| 7D | -21.6% | +7.0% | -28.6% | -20.9% |
| 30D | -22.9% | +17.0% | -39.9% | -22.3% |
| 3M | +11.6% | +12.4% | -0.8% | +12.7% |
| 6M | +62.5% | +19.6% | +43.0% | +63.9% |
| YTD | +72.7% | +17.0% | +55.7% | +70.9% |
| 1Y | +93.9% | +20.0% | +73.8% | +89.2% |
| All | +93.9% | +20.7% | +73.2% | +89.2% |
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