-2.3%
AWK vs ALHC
-62.5%
+60.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.2% | -0.7% |
| 7D | +1.2% | +3.9% | -2.6% | +0.9% |
| 30D | +15.8% | -3.6% | +19.4% | +15.9% |
| 3M | +11.0% | -49.4% | +60.4% | +15.2% |
| 6M | +21.0% | -59.5% | +80.4% | +26.4% |
| YTD | +16.7% | -63.2% | +79.9% | +22.2% |
| 1Y | +17.2% | -55.5% | +72.6% | +20.9% |
| 3Y | +29.2% | +23.0% | +6.2% | +19.1% |
| 5Y | -2.3% | -65.7% | +63.4% | -1.3% |
| All | -2.3% | -62.5% | +60.2% | -1.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling