+158.6%
AWK vs ALM
+2,100.8%
-1,942.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +7.7% | -6.4% | +1.4% |
| 7D | +0.1% | +1.2% | -1.1% | +0.1% |
| 30D | +14.3% | -19.3% | +33.6% | +14.2% |
| 3M | +10.3% | -40.6% | +50.9% | +10.2% |
| 6M | +18.9% | -57.9% | +76.9% | +18.9% |
| YTD | +17.7% | -6.7% | +24.4% | +17.2% |
| 1Y | +16.9% | +20.2% | -3.3% | +16.2% |
| 3Y | +32.2% | +879.4% | -847.3% | +28.6% |
| 5Y | -2.2% | +415.3% | -417.4% | -4.7% |
| All | +158.6% | +2,100.8% | -1,942.2% | +142.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling