+87.3%
ALB vs AWK
+128.1%
-40.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | -8.6% | +0.6% | -9.2% | -8.8% |
| 30D | -4.0% | +4.3% | -8.3% | -5.7% |
| 3M | -17.4% | +12.5% | -29.9% | -21.6% |
| 6M | -25.4% | +3.3% | -28.7% | -27.0% |
| YTD | -10.5% | +9.8% | -20.3% | -15.0% |
| 1Y | +75.8% | +2.9% | +72.9% | +70.7% |
| 3Y | -28.5% | +9.6% | -38.1% | -34.2% |
| 5Y | -45.1% | -16.7% | -28.5% | -43.5% |
| 10Y | +87.3% | +136.1% | -48.8% | +25.8% |
| All | +87.3% | +128.1% | -40.7% | +25.8% |
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