+2.1%
AWK vs ALLY
+9.5%
-7.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.5% | -0.1% |
| 7D | +1.7% | +3.7% | -1.9% | +1.9% |
| 30D | +5.6% | -2.3% | +7.8% | +5.5% |
| 3M | +15.9% | +3.8% | +12.0% | +16.1% |
| 6M | +4.6% | +9.7% | -5.1% | +5.3% |
| YTD | +10.1% | -1.4% | +11.5% | +10.7% |
| 1Y | +2.1% | +8.2% | -6.1% | +1.7% |
| All | +2.1% | +9.5% | -7.4% | +1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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