+26.7%
AWK vs ALC
+2.3%
+24.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -1.0% |
| 7D | +4.1% | +4.9% | -0.8% | +3.1% |
| 30D | +18.0% | +19.0% | -1.0% | +14.3% |
| 3M | +12.2% | +7.8% | +4.5% | +10.6% |
| 6M | +21.2% | +14.6% | +6.7% | +18.2% |
| YTD | +17.6% | -4.4% | +22.0% | +17.5% |
| 1Y | +19.2% | +1.4% | +17.8% | +17.7% |
| 3Y | +26.7% | +2.5% | +24.2% | +20.3% |
| All | +26.7% | +2.3% | +24.5% | +20.3% |
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