-14.8%
AWK vs ALK
-25.3%
+10.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.7% | -0.2% |
| 7D | +1.7% | -0.7% | +2.4% | +1.8% |
| 30D | +5.6% | -19.2% | +24.8% | +6.7% |
| 3M | +15.9% | -1.5% | +17.4% | +15.7% |
| 6M | +4.6% | -13.1% | +17.6% | +5.1% |
| YTD | +10.1% | -16.4% | +26.5% | +10.6% |
| 1Y | +2.1% | -33.1% | +35.2% | +4.1% |
| 3Y | +9.8% | +0.6% | +9.2% | +2.4% |
| All | -14.8% | -25.3% | +10.4% | -20.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling