+35.2%
LYFT vs AWK
+7.8%
+27.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.5% | +3.5% | +2.1% |
| 7D | -8.4% | -2.1% | -6.2% | -8.3% |
| 30D | -7.6% | +2.1% | -9.7% | -7.7% |
| 3M | +11.7% | +11.4% | +0.4% | +11.1% |
| 6M | +15.1% | +3.9% | +11.2% | +14.9% |
| YTD | -20.9% | +7.7% | -28.6% | -21.3% |
| 1Y | -16.4% | +1.3% | -17.7% | -16.2% |
| 3Y | +35.2% | +7.2% | +28.0% | +13.6% |
| All | +35.2% | +7.8% | +27.4% | +13.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling