+2.1%
AWK vs ALM
+318.3%
-316.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | -0.2% |
| 7D | +1.7% | -2.6% | +4.3% | +1.6% |
| 30D | +5.6% | +32.0% | -26.4% | +6.9% |
| 3M | +15.9% | -15.0% | +30.9% | +16.2% |
| 6M | +4.6% | -10.1% | +14.7% | +5.2% |
| YTD | +10.1% | +99.4% | -89.4% | +12.2% |
| 1Y | +2.1% | +316.4% | -314.3% | +5.7% |
| All | +2.1% | +318.3% | -316.2% | +5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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