+53.1%
LLY vs AWK
+1.1%
+52.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.2% |
| 7D | -3.1% | +2.2% | -5.3% | -3.3% |
| 30D | -5.1% | +4.4% | -9.5% | -5.5% |
| 3M | -2.1% | +15.4% | -17.4% | -2.4% |
| 6M | +13.8% | +3.5% | +10.3% | +13.8% |
| YTD | +5.1% | +9.8% | -4.7% | +5.5% |
| 1Y | +53.1% | +3.0% | +50.1% | +54.2% |
| All | +53.1% | +1.1% | +52.0% | +54.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling