-3.5%
AWK vs ABCL
-23.2%
+19.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +2.0% | -0.8% |
| 7D | -2.6% | +4.4% | -7.0% | -2.7% |
| 30D | +14.2% | -7.9% | +22.0% | +14.2% |
| 3M | +10.0% | +12.2% | -2.2% | +9.5% |
| 6M | +17.1% | +134.7% | -117.7% | +13.9% |
| YTD | +16.1% | +239.8% | -223.6% | +11.2% |
| 1Y | +17.5% | +192.7% | -175.2% | +13.1% |
| 3Y | +29.3% | +187.6% | -158.3% | +22.7% |
| 5Y | -3.5% | -22.6% | +19.1% | -2.4% |
| All | -3.5% | -23.2% | +19.7% | -2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 5y: compounded portfolio wealth divided by compounded ABCL 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…
5y analysis · Full analysis span regression · 6 months rolling