+383.2%
AWK vs ALM
+3,516.3%
-3,133.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -7.2% | +8.0% | +0.8% |
| 7D | +2.7% | -6.3% | +9.0% | +2.7% |
| 30D | +16.7% | -31.4% | +48.1% | +16.7% |
| 3M | +11.7% | -40.6% | +52.3% | +11.7% |
| 6M | +21.9% | -58.6% | +80.5% | +21.9% |
| YTD | +17.6% | -7.6% | +25.2% | +17.6% |
| 1Y | +19.8% | +13.8% | +5.9% | +19.7% |
| 3Y | +31.0% | +842.1% | -811.2% | +30.7% |
| 5Y | -3.0% | +407.4% | -410.4% | -3.2% |
| 10Y | +156.8% | +2,079.4% | -1,922.6% | +156.0% |
| All | +383.2% | +3,516.3% | -3,133.1% | +381.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling