+2,006.3%
LLY vs AWK
+146.2%
+1,860.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.7% | +5.0% | +4.5% |
| 7D | +0.1% | +1.2% | -1.1% | -0.4% |
| 30D | +19.7% | +15.8% | +3.9% | +14.1% |
| 3M | +19.3% | +11.0% | +8.2% | +15.1% |
| 6M | +49.3% | +21.0% | +28.4% | +40.0% |
| YTD | +32.0% | +16.7% | +15.3% | +24.8% |
| 1Y | +53.7% | +17.2% | +36.6% | +44.9% |
| 3Y | +143.7% | +29.2% | +114.6% | +114.4% |
| 5Y | +463.9% | -2.3% | +466.2% | +451.0% |
| 10Y | +2,006.3% | +150.5% | +1,855.8% | +1,275.8% |
| All | +2,006.3% | +146.2% | +1,860.1% | +1,275.8% |
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