+9.7%
AWK vs ALC
-15.5%
+25.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.7% | +0.1% |
| 7D | +2.2% | -3.7% | +5.8% | +2.9% |
| 30D | +4.4% | -3.7% | +8.2% | +5.2% |
| 3M | +15.4% | +4.6% | +10.8% | +14.4% |
| 6M | +3.5% | -14.6% | +18.1% | +6.2% |
| YTD | +9.8% | -11.9% | +21.7% | +11.8% |
| 1Y | +3.0% | -13.1% | +16.1% | +5.0% |
| 3Y | +9.7% | -15.0% | +24.7% | +10.1% |
| All | +9.7% | -15.5% | +25.2% | +10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 3y: compounded portfolio wealth divided by compounded ALC 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…
3y analysis · Full analysis span regression · 6 months rolling