+49.5%
ILMN vs AWK
+21.9%
+27.6%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.4% | +3.9% | +2.0% |
| 7D | -9.7% | +4.1% | -13.8% | -8.6% |
| 30D | -20.4% | +18.0% | -38.4% | -19.5% |
| 3M | +10.0% | +12.2% | -2.2% | +12.1% |
| 6M | +49.5% | +21.2% | +28.2% | +50.8% |
| All | +49.5% | +21.9% | +27.6% | +50.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling