+2.1%
AWK vs ALHC
-16.6%
+18.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +1.7% | -0.6% | +2.3% | +1.7% |
| 30D | +5.6% | -1.0% | +6.6% | +5.6% |
| 3M | +15.9% | -10.2% | +26.0% | +16.0% |
| 6M | +4.6% | -28.3% | +32.9% | +4.8% |
| YTD | +10.1% | -31.4% | +41.5% | +10.0% |
| 1Y | +2.1% | -16.9% | +19.0% | +1.7% |
| All | +2.1% | -16.6% | +18.7% | +1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 1y: compounded portfolio wealth divided by compounded ALHC 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…
1y analysis · Full analysis span regression · 6 months rolling