+448.8%
ILMN vs AWK
+1,042.6%
-593.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.4% | +3.9% | +3.0% |
| 7D | -9.7% | +4.1% | -13.8% | -11.2% |
| 30D | -20.4% | +18.0% | -38.4% | -25.8% |
| 3M | +10.0% | +12.2% | -2.2% | +4.4% |
| 6M | +49.5% | +21.2% | +28.2% | +37.3% |
| YTD | +62.5% | +17.6% | +44.9% | +50.1% |
| 1Y | +76.0% | +19.2% | +56.8% | +61.4% |
| 3Y | +94.2% | +26.7% | +67.4% | +69.0% |
| 5Y | -46.3% | -1.3% | -45.0% | -48.2% |
| 10Y | +62.7% | +159.7% | -96.9% | +4.7% |
| All | +448.8% | +1,042.6% | -593.8% | +76.5% |
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