+325.0%
AWK vs ALLE
+260.9%
+64.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.5% |
| 7D | +1.7% | -0.2% | +2.0% | +1.8% |
| 30D | +5.6% | -6.8% | +12.4% | +8.0% |
| 3M | +15.9% | +21.0% | -5.2% | +8.5% |
| 6M | +4.6% | +1.1% | +3.5% | +3.6% |
| YTD | +10.1% | -0.5% | +10.6% | +9.1% |
| 1Y | +2.1% | -7.3% | +9.4% | +3.4% |
| 3Y | +9.8% | +42.3% | -32.4% | -5.2% |
| 5Y | -15.4% | +13.5% | -28.8% | -22.9% |
| 10Y | +129.4% | +144.0% | -14.6% | +67.3% |
| All | +325.0% | +260.9% | +64.1% | +185.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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