+461.9%
ILMN vs AWK
+969.7%
-507.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.4% | -1.5% |
| 7D | +1.2% | +1.7% | -0.5% | +0.6% |
| 30D | +9.2% | +5.6% | +3.6% | +6.8% |
| 3M | +29.8% | +15.9% | +14.0% | +22.3% |
| 6M | +69.2% | +4.6% | +64.6% | +65.0% |
| YTD | +66.4% | +10.1% | +56.3% | +58.7% |
| 1Y | +123.4% | +2.1% | +121.3% | +119.0% |
| 3Y | +33.2% | +9.8% | +23.3% | +23.8% |
| 5Y | -52.0% | -15.4% | -36.6% | -50.6% |
| 10Y | +33.6% | +129.4% | -95.8% | -9.2% |
| All | +461.9% | +969.7% | -507.8% | +86.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling