+7.9%
AWK vs ALHC
-28.9%
+36.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +1.7% | -0.6% | +2.3% | +1.8% |
| 30D | +5.6% | -1.0% | +6.6% | +5.6% |
| 3M | +15.9% | -10.2% | +26.0% | +15.9% |
| 6M | +4.6% | -28.3% | +32.9% | +5.7% |
| YTD | +10.1% | -31.4% | +41.5% | +11.3% |
| 1Y | +2.1% | -16.9% | +19.0% | +1.9% |
| 3Y | +9.8% | +135.5% | -125.6% | -0.9% |
| 5Y | -15.4% | -33.6% | +18.3% | -21.2% |
| All | +7.9% | -28.9% | +36.8% | +1.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling