-9.3%
ALB vs AWK
+27.0%
-36.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | 0.0% |
| 7D | +9.5% | +1.2% | +8.2% | +9.3% |
| 30D | -2.1% | +15.8% | -17.9% | -4.0% |
| 3M | -24.1% | +11.0% | -35.2% | -25.1% |
| 6M | -51.0% | +21.0% | -72.0% | -52.3% |
| YTD | -29.3% | +16.7% | -46.0% | -31.1% |
| 1Y | +3.2% | +17.2% | -14.0% | +0.3% |
| 3Y | -9.3% | +29.2% | -38.5% | -27.6% |
| All | -9.3% | +27.0% | -36.3% | -27.6% |
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 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