+136.1%
AWK vs ALM
+3,082.3%
-2,946.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.1% | 0.0% |
| 7D | +0.6% | +3.6% | -3.0% | +0.6% |
| 30D | +4.3% | +33.8% | -29.5% | +4.3% |
| 3M | +12.5% | +14.8% | -2.2% | +12.6% |
| 6M | +3.3% | -7.0% | +10.3% | +3.3% |
| YTD | +9.8% | +108.1% | -98.3% | +9.4% |
| 1Y | +2.9% | +313.8% | -310.9% | +2.1% |
| 3Y | +9.6% | +2,227.6% | -2,218.0% | +6.4% |
| 5Y | -16.7% | +956.6% | -973.3% | -18.8% |
| 10Y | +136.1% | +3,082.3% | -2,946.2% | +125.5% |
| All | +136.1% | +3,082.3% | -2,946.2% | +125.5% |
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