-0.9%
AWK vs ALM
+396.4%
-397.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.1% | -3.5% | -1.4% |
| 7D | +4.1% | -6.7% | +10.8% | +4.1% |
| 30D | +18.0% | -32.9% | +50.9% | +17.7% |
| 3M | +12.2% | -39.5% | +51.7% | +11.9% |
| 6M | +21.2% | -62.0% | +83.2% | +20.9% |
| YTD | +17.6% | -7.8% | +25.4% | +16.6% |
| 1Y | +19.2% | +26.7% | -7.5% | +17.8% |
| 3Y | +26.7% | +825.4% | -798.6% | +18.4% |
| All | -0.9% | +396.4% | -397.4% | -5.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling