+359.7%
AWK vs ALLY
+97.2%
+262.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.3% |
| 7D | -3.2% | -2.1% | -1.0% | -2.9% |
| 30D | +13.5% | +2.0% | +11.5% | +13.2% |
| 3M | +9.4% | -13.3% | +22.7% | +11.3% |
| 6M | +16.4% | -9.9% | +26.2% | +17.7% |
| YTD | +15.4% | -13.5% | +29.0% | +17.0% |
| 1Y | +16.8% | -2.8% | +19.6% | +16.5% |
| 3Y | +28.6% | +63.4% | -34.9% | +16.1% |
| 5Y | -4.1% | -10.9% | +6.8% | -7.6% |
| 10Y | +151.2% | +174.7% | -23.6% | +92.7% |
| All | +359.7% | +97.2% | +262.5% | +263.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling