+400.4%
ALAB vs AWK
+27.1%
+373.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -0.1% | +9.9% | +9.6% |
| 7D | +7.2% | +1.7% | +5.5% | +9.3% |
| 30D | -2.5% | +5.6% | -8.1% | +4.0% |
| 3M | -13.3% | +15.9% | -29.2% | +4.8% |
| 6M | +172.8% | +4.6% | +168.3% | +199.3% |
| YTD | +86.6% | +10.1% | +76.5% | +117.2% |
| 1Y | +65.2% | +2.1% | +63.1% | +79.3% |
| All | +400.4% | +27.1% | +373.3% | +747.0% |
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