+3,813.6%
LLY vs AWK
+969.7%
+2,843.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.7% | -0.8% |
| 7D | -2.1% | +1.7% | -3.9% | -2.7% |
| 30D | -1.6% | +5.6% | -7.2% | -3.5% |
| 3M | +2.3% | +15.9% | -13.6% | -2.9% |
| 6M | +14.9% | +4.6% | +10.3% | +12.7% |
| YTD | +7.5% | +10.1% | -2.6% | +3.3% |
| 1Y | +55.7% | +2.1% | +53.6% | +53.2% |
| 3Y | +110.6% | +9.8% | +100.8% | +96.6% |
| 5Y | +363.4% | -15.4% | +378.8% | +373.7% |
| 10Y | +1,649.0% | +129.4% | +1,519.6% | +1,075.5% |
| All | +3,813.6% | +969.7% | +2,843.9% | +1,174.4% |
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