+158.6%
AWK vs ALLY
+174.3%
-15.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.3% |
| 7D | +0.1% | +0.4% | -0.2% | +0.1% |
| 30D | +14.3% | +5.2% | +9.0% | +13.5% |
| 3M | +10.3% | -13.3% | +23.6% | +12.4% |
| 6M | +18.9% | -6.7% | +25.6% | +19.8% |
| YTD | +17.7% | -12.8% | +30.5% | +19.3% |
| 1Y | +16.9% | +0.7% | +16.2% | +15.9% |
| 3Y | +32.2% | +65.2% | -33.0% | +17.9% |
| 5Y | -2.2% | -10.1% | +8.0% | -6.0% |
| All | +158.6% | +174.3% | -15.7% | +92.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling