+17.5%
AWK vs ALK
-7.4%
+24.9%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.8% | +4.0% | -0.9% |
| 7D | -2.6% | +0.9% | -3.5% | -2.6% |
| 30D | +14.2% | +3.3% | +10.9% | +14.0% |
| 3M | +10.0% | -17.6% | +27.6% | +8.9% |
| 6M | +17.1% | +0.8% | +16.3% | +17.6% |
| YTD | +16.1% | -22.4% | +38.5% | +14.3% |
| 1Y | +17.5% | -10.1% | +27.6% | +15.6% |
| All | +17.5% | -7.4% | +24.9% | +15.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling