+710.2%
LIN vs AWK
+1,058.8%
-348.5%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.5% | -1.4% |
| 7D | +3.6% | +7.2% | -3.6% | +0.7% |
| 30D | +6.4% | +19.0% | -12.7% | -1.0% |
| 3M | +6.5% | +14.4% | -7.9% | +0.6% |
| 6M | +4.9% | +22.6% | -17.7% | -3.8% |
| YTD | +23.4% | +19.2% | +4.2% | +14.1% |
| 1Y | +26.3% | +19.6% | +6.8% | +16.5% |
| 3Y | +38.0% | +26.1% | +11.9% | +21.4% |
| 5Y | +68.0% | +0.1% | +67.9% | +61.5% |
| 10Y | +437.1% | +163.3% | +273.8% | +225.4% |
| All | +710.2% | +1,058.8% | -348.5% | +105.0% |
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