-62.0%
ALNY vs AWK
+20.7%
-82.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.4% | +0.8% |
| 7D | -30.7% | +7.0% | -37.7% | -30.5% |
| 30D | -26.7% | +17.0% | -43.8% | -27.1% |
| 3M | -26.4% | +12.4% | -38.8% | -26.4% |
| 6M | -45.9% | +19.6% | -65.5% | -45.4% |
| YTD | -59.5% | +17.0% | -76.5% | -58.7% |
| 1Y | -62.0% | +20.0% | -82.0% | -61.3% |
| All | -62.0% | +20.7% | -82.6% | -61.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling