+969.7%
AWK vs ALK
+923.5%
+46.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.7% | -0.3% |
| 7D | +1.7% | -0.7% | +2.4% | +1.8% |
| 30D | +5.6% | -19.2% | +24.8% | +8.0% |
| 3M | +15.9% | -1.5% | +17.4% | +15.6% |
| 6M | +4.6% | -13.1% | +17.6% | +5.2% |
| YTD | +10.1% | -16.4% | +26.5% | +10.8% |
| 1Y | +2.1% | -33.1% | +35.2% | +5.2% |
| 3Y | +9.8% | +0.6% | +9.2% | +4.4% |
| 5Y | -15.4% | -26.4% | +11.0% | -17.4% |
| 10Y | +129.4% | -34.2% | +163.6% | +111.6% |
| All | +969.7% | +923.5% | +46.1% | +538.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling