+338.3%
AWK vs ALLY
+124.8%
+213.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.5% | -0.2% |
| 7D | +1.7% | +3.7% | -1.9% | +1.3% |
| 30D | +5.6% | -2.3% | +7.8% | +5.9% |
| 3M | +15.9% | +3.8% | +12.0% | +15.2% |
| 6M | +4.6% | +9.7% | -5.1% | +3.0% |
| YTD | +10.1% | -1.4% | +11.5% | +9.8% |
| 1Y | +2.1% | +8.2% | -6.1% | +0.4% |
| 3Y | +9.8% | +66.5% | -56.6% | -0.7% |
| 5Y | -15.4% | +1.2% | -16.6% | -19.8% |
| 10Y | +129.4% | +191.4% | -62.0% | +73.9% |
| All | +338.3% | +124.8% | +213.5% | +240.7% |
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 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