-17.2%
AWK vs ALM
+1,033.0%
-1,050.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +8.8% | -9.0% | -0.2% |
| 7D | +2.2% | +8.4% | -6.3% | +2.2% |
| 30D | +4.4% | +34.8% | -30.4% | +4.6% |
| 3M | +15.4% | +16.2% | -0.9% | +15.6% |
| 6M | +3.5% | +2.1% | +1.4% | +3.6% |
| YTD | +9.8% | +117.0% | -107.2% | +9.3% |
| 1Y | +3.0% | +313.9% | -310.9% | +1.7% |
| 3Y | +9.7% | +2,327.9% | -2,318.3% | +1.6% |
| 5Y | -17.2% | +1,040.6% | -1,057.8% | -21.0% |
| All | -17.2% | +1,033.0% | -1,050.2% | -21.0% |
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