-43.9%
ALB vs AWK
-15.4%
-28.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.1% | -4.3% | -4.4% |
| 7D | -8.1% | +1.7% | -9.8% | -8.5% |
| 30D | +6.3% | +5.6% | +0.7% | +4.6% |
| 3M | -23.6% | +15.9% | -39.4% | -27.1% |
| 6M | -24.6% | +4.6% | -29.2% | -26.0% |
| YTD | -10.3% | +10.1% | -20.3% | -13.6% |
| 1Y | +61.5% | +2.1% | +59.4% | +59.1% |
| 3Y | -34.0% | +9.8% | -43.8% | -39.3% |
| All | -43.9% | -15.4% | -28.5% | -45.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling