+7.7%
AWK vs ALHC
-29.3%
+37.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.2% |
| 7D | +2.2% | -1.0% | +3.1% | +2.2% |
| 30D | +4.4% | -6.3% | +10.8% | +4.8% |
| 3M | +15.4% | -12.3% | +27.7% | +15.6% |
| 6M | +3.5% | -27.0% | +30.5% | +4.5% |
| YTD | +9.8% | -31.8% | +41.6% | +11.1% |
| 1Y | +3.0% | -17.0% | +20.0% | +2.8% |
| 3Y | +9.7% | +159.8% | -150.2% | -1.8% |
| 5Y | -17.2% | -25.1% | +8.0% | -22.9% |
| All | +7.7% | -29.3% | +37.0% | +0.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling