+238.5%
ALB vs AWK
+1,034.4%
-796.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.2% |
| 7D | +9.5% | +1.2% | +8.2% | +8.9% |
| 30D | -2.1% | +15.8% | -17.9% | -8.9% |
| 3M | -24.1% | +11.0% | -35.2% | -28.1% |
| 6M | -51.0% | +21.0% | -72.0% | -55.7% |
| YTD | -29.3% | +16.7% | -46.0% | -35.6% |
| 1Y | +3.2% | +17.2% | -14.0% | -6.5% |
| 3Y | -9.3% | +29.2% | -38.5% | -24.2% |
| 5Y | -61.6% | -2.3% | -59.3% | -63.5% |
| 10Y | +40.8% | +150.5% | -109.8% | -24.8% |
| All | +238.5% | +1,034.4% | -796.0% | -32.7% |
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 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