+129.3%
ILMN vs AWK
+31.5%
+97.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -1.3% |
| 7D | -2.9% | +0.1% | -3.0% | -2.9% |
| 30D | -23.8% | +14.3% | -38.1% | -24.9% |
| 3M | +7.5% | +10.3% | -2.8% | +6.4% |
| 6M | +42.8% | +18.9% | +23.8% | +39.8% |
| YTD | +57.8% | +17.7% | +40.1% | +54.0% |
| 1Y | +72.6% | +16.9% | +55.8% | +68.6% |
| 3Y | +129.3% | +32.2% | +97.2% | +96.8% |
| All | +129.3% | +31.5% | +97.8% | +96.8% |
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