+470.9%
LULU vs AWK
+963.1%
-492.2%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.5% | -2.7% |
| 7D | -20.4% | -0.7% | -19.7% | -20.2% |
| 30D | -22.9% | +2.8% | -25.7% | -23.6% |
| 3M | -18.5% | +11.3% | -29.9% | -21.8% |
| 6M | -41.8% | +6.7% | -48.5% | -43.6% |
| YTD | -53.4% | +9.4% | -62.8% | -55.4% |
| 1Y | -40.9% | +3.7% | -44.6% | -42.4% |
| 3Y | -75.6% | +9.2% | -84.8% | -77.6% |
| 5Y | -77.2% | -15.7% | -61.5% | -76.8% |
| 10Y | +49.5% | +135.3% | -85.8% | -11.6% |
| All | +470.9% | +963.1% | -492.2% | +23.0% |
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