+329.8%
ALB vs AWK
+969.7%
-639.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.1% | -4.3% | -4.4% |
| 7D | -8.1% | +1.7% | -9.8% | -8.8% |
| 30D | +6.3% | +5.6% | +0.7% | +3.5% |
| 3M | -23.6% | +15.9% | -39.4% | -29.3% |
| 6M | -24.6% | +4.6% | -29.2% | -27.2% |
| YTD | -10.3% | +10.1% | -20.3% | -15.8% |
| 1Y | +61.5% | +2.1% | +59.4% | +56.1% |
| 3Y | -34.0% | +9.8% | -43.8% | -39.9% |
| 5Y | -44.6% | -15.4% | -29.2% | -43.3% |
| 10Y | +76.1% | +129.4% | -53.3% | -1.3% |
| All | +329.8% | +969.7% | -639.9% | -11.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling