+352.2%
AWK vs ALM
+7,705.7%
-7,353.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | -0.1% |
| 7D | +1.7% | -2.6% | +4.3% | +1.7% |
| 30D | +5.6% | +32.0% | -26.4% | +5.6% |
| 3M | +15.9% | -15.0% | +30.9% | +15.9% |
| 6M | +4.6% | -10.1% | +14.7% | +4.6% |
| YTD | +10.1% | +99.4% | -89.4% | +10.0% |
| 1Y | +2.1% | +316.4% | -314.3% | +2.0% |
| 3Y | +9.8% | +2,022.0% | -2,012.1% | +9.6% |
| 5Y | -15.4% | +941.2% | -956.5% | -15.5% |
| 10Y | +129.4% | +2,950.3% | -2,820.9% | +128.7% |
| All | +352.2% | +7,705.7% | -7,353.6% | +350.2% |
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