+156.8%
AWK vs ALK
-39.7%
+196.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.1% | +0.8% |
| 7D | +2.7% | +12.9% | -10.3% | +1.4% |
| 30D | +16.7% | +5.5% | +11.1% | +15.9% |
| 3M | +11.7% | -12.1% | +23.8% | +12.8% |
| 6M | +21.9% | +1.7% | +20.2% | +20.8% |
| YTD | +17.6% | -17.4% | +35.0% | +18.2% |
| 1Y | +19.8% | -1.9% | +21.7% | +17.9% |
| 3Y | +31.0% | +21.2% | +9.7% | +20.5% |
| 5Y | -3.0% | -27.8% | +24.8% | -5.6% |
| 10Y | +156.8% | -41.0% | +197.8% | +123.9% |
| All | +156.8% | -39.7% | +196.5% | +123.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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