+412.1%
LIN vs AWK
+152.9%
+259.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | 0.0% |
| 7D | +2.0% | +2.7% | -0.7% | +1.0% |
| 30D | +7.9% | +16.7% | -8.8% | +1.7% |
| 3M | +6.3% | +11.7% | -5.4% | +1.8% |
| 6M | +6.5% | +21.9% | -15.4% | -1.4% |
| YTD | +23.6% | +17.6% | +6.0% | +15.6% |
| 1Y | +25.7% | +19.8% | +5.9% | +16.6% |
| 3Y | +35.6% | +31.0% | +4.6% | +18.4% |
| 5Y | +65.9% | -3.0% | +68.8% | +62.7% |
| 10Y | +412.1% | +156.8% | +255.3% | +261.3% |
| All | +412.1% | +152.9% | +259.1% | +261.3% |
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