+368.2%
AWK vs ALLY
+98.1%
+270.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -1.2% |
| 7D | +4.1% | +0.9% | +3.2% | +4.0% |
| 30D | +18.0% | +3.1% | +14.9% | +17.5% |
| 3M | +12.2% | -12.6% | +24.8% | +14.1% |
| 6M | +21.2% | -12.4% | +33.7% | +23.0% |
| YTD | +17.6% | -13.2% | +30.7% | +19.1% |
| 1Y | +19.2% | +1.8% | +17.4% | +18.2% |
| 3Y | +26.7% | +58.0% | -31.2% | +15.1% |
| 5Y | -1.3% | -8.4% | +7.1% | -5.3% |
| 10Y | +159.7% | +195.3% | -35.6% | +98.4% |
| All | +368.2% | +98.1% | +270.1% | +269.6% |
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