+431.5%
LIN vs AWK
+157.1%
+274.4%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.2% |
| 7D | +2.1% | +0.1% | +2.0% | +2.0% |
| 30D | +6.8% | +14.3% | -7.5% | +1.5% |
| 3M | +10.4% | +10.3% | +0.1% | +6.2% |
| 6M | +3.2% | +18.9% | -15.8% | -3.6% |
| YTD | +24.6% | +17.7% | +6.9% | +16.5% |
| 1Y | +24.4% | +16.9% | +7.5% | +16.5% |
| 3Y | +36.7% | +32.2% | +4.6% | +18.9% |
| 5Y | +67.0% | -2.2% | +69.2% | +63.3% |
| All | +431.5% | +157.1% | +274.4% | +275.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling