+8.6%
ALB vs AWK
+20.7%
-12.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.2% | +3.1% | +5.7% |
| 7D | -2.1% | +7.0% | -9.1% | -0.7% |
| 30D | -9.0% | +17.0% | -26.1% | -6.3% |
| 3M | -21.1% | +12.4% | -33.5% | -19.1% |
| 6M | -49.9% | +19.6% | -69.5% | -47.7% |
| YTD | -32.3% | +17.0% | -49.3% | -28.8% |
| 1Y | +8.6% | +20.0% | -11.4% | +15.6% |
| All | +8.6% | +20.7% | -12.1% | +15.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling