+236.1%
ALNY vs AWK
+132.0%
+104.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.9% |
| 7D | -6.5% | -2.1% | -4.4% | -6.0% |
| 30D | +11.0% | +2.1% | +9.0% | +10.5% |
| 3M | -14.1% | +11.4% | -25.4% | -16.5% |
| 6M | -22.4% | +3.9% | -26.3% | -23.4% |
| YTD | -37.5% | +7.7% | -45.2% | -39.0% |
| 1Y | -46.9% | +1.3% | -48.2% | -47.4% |
| 3Y | +22.1% | +7.2% | +14.9% | +17.0% |
| 5Y | +31.2% | -17.0% | +48.2% | +34.3% |
| All | +236.1% | +132.0% | +104.1% | +165.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling