+639.9%
LYB vs AWK
+870.1%
-230.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -0.7% | -0.7% | 0.0% | -0.4% |
| 30D | +1.5% | +2.8% | -1.2% | +0.4% |
| 3M | -0.3% | +11.3% | -11.6% | -4.7% |
| 6M | +0.1% | +6.7% | -6.7% | -3.1% |
| YTD | +53.4% | +9.4% | +44.1% | +46.6% |
| 1Y | +25.6% | +3.7% | +21.9% | +22.4% |
| 3Y | -21.3% | +9.2% | -30.5% | -27.0% |
| 5Y | -2.4% | -15.7% | +13.3% | -0.2% |
| 10Y | +48.8% | +135.3% | -86.5% | -14.7% |
| All | +639.9% | +870.1% | -230.3% | +31.1% |
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