+40.6%
ALB vs AWK
+153.6%
-113.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.9% |
| 7D | -3.6% | -2.6% | -1.0% | -2.6% |
| 30D | -2.9% | +14.2% | -17.0% | -7.9% |
| 3M | -25.8% | +10.0% | -35.9% | -28.7% |
| 6M | -53.6% | +17.1% | -70.7% | -56.7% |
| YTD | -32.4% | +16.1% | -48.5% | -37.2% |
| 1Y | -13.0% | +17.5% | -30.6% | -19.8% |
| 3Y | -15.0% | +29.3% | -44.3% | -27.3% |
| 5Y | -63.5% | -3.5% | -60.0% | -64.8% |
| All | +40.6% | +153.6% | -113.0% | -2.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling