+38.3%
LIN vs AWK
+27.0%
+11.3%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.1% |
| 7D | +0.1% | +1.2% | -1.1% | -0.1% |
| 30D | +7.6% | +15.8% | -8.2% | +4.4% |
| 3M | +6.5% | +11.0% | -4.5% | +4.2% |
| 6M | +6.2% | +21.0% | -14.8% | +2.2% |
| YTD | +23.2% | +16.7% | +6.5% | +19.3% |
| 1Y | +25.4% | +17.2% | +8.3% | +21.3% |
| 3Y | +38.3% | +29.2% | +9.1% | +31.5% |
| All | +38.3% | +27.0% | +11.3% | +31.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling