+115.0%
ILMN vs AWK
+1.1%
+113.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.1% | -3.3% |
| 7D | +1.9% | +2.2% | -0.3% | +1.7% |
| 30D | +12.3% | +4.4% | +7.9% | +11.9% |
| 3M | +33.5% | +15.4% | +18.2% | +32.3% |
| 6M | +69.4% | +3.5% | +65.8% | +69.4% |
| YTD | +60.9% | +9.8% | +51.1% | +57.9% |
| 1Y | +115.0% | +3.0% | +112.0% | +104.4% |
| All | +115.0% | +1.1% | +113.9% | +104.4% |
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