+207.4%
ALAB vs AWK
+35.7%
+171.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.4% | +7.7% | +4.5% |
| 7D | -26.3% | +4.1% | -30.4% | -21.8% |
| 30D | -50.1% | +18.0% | -68.1% | -37.9% |
| 3M | -42.5% | +12.2% | -54.7% | -31.9% |
| 6M | -10.8% | +21.2% | -32.1% | +17.8% |
| YTD | +14.6% | +17.6% | -2.9% | +48.9% |
| 1Y | +17.1% | +19.2% | -2.1% | +55.4% |
| All | +207.4% | +35.7% | +171.7% | +480.5% |
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