+443.8%
LLY vs AWK
-1.1%
+444.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.5% |
| 7D | -4.5% | +4.1% | -8.6% | -5.3% |
| 30D | +13.9% | +18.0% | -4.1% | +10.2% |
| 3M | +13.8% | +12.2% | +1.5% | +11.1% |
| 6M | +37.6% | +21.2% | +16.4% | +32.5% |
| YTD | +26.6% | +17.6% | +9.0% | +22.4% |
| 1Y | +45.3% | +19.2% | +26.1% | +40.1% |
| 3Y | +132.2% | +26.7% | +105.5% | +114.7% |
| All | +443.8% | -1.1% | +444.9% | +462.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling