+909.4%
ALNY vs AWK
+966.9%
-57.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -3.5% | +0.6% | -4.1% | -3.7% |
| 30D | +18.9% | +4.3% | +14.6% | +17.0% |
| 3M | -13.3% | +12.5% | -25.9% | -17.3% |
| 6M | -20.3% | +3.3% | -23.6% | -21.6% |
| YTD | -35.1% | +9.8% | -44.9% | -38.0% |
| 1Y | -46.5% | +2.9% | -49.4% | -47.6% |
| 3Y | +28.1% | +9.6% | +18.5% | +19.0% |
| 5Y | +36.1% | -16.7% | +52.7% | +40.7% |
| 10Y | +269.7% | +136.1% | +133.6% | +114.6% |
| All | +909.4% | +966.9% | -57.5% | +109.6% |
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