+642.4%
LIN vs AWK
+969.7%
-327.3%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.8% | -0.9% |
| 7D | -2.1% | +1.7% | -3.9% | -2.8% |
| 30D | -2.4% | +5.6% | -8.0% | -4.6% |
| 3M | -5.6% | +15.9% | -21.4% | -11.2% |
| 6M | -3.4% | +4.6% | -8.0% | -5.5% |
| YTD | +13.1% | +10.1% | +3.1% | +8.2% |
| 1Y | +2.5% | +2.1% | +0.4% | +0.8% |
| 3Y | +27.6% | +9.8% | +17.8% | +18.9% |
| 5Y | +63.0% | -15.4% | +78.4% | +68.1% |
| 10Y | +359.3% | +129.4% | +229.9% | +195.1% |
| All | +642.4% | +969.7% | -327.3% | +94.3% |
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 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