-4.8%
SLB vs AWK
+126.2%
-130.9%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | +0.4% | +2.2% | -1.7% | +0.2% |
| 30D | +13.6% | +4.4% | +9.2% | +13.1% |
| 3M | +1.5% | +15.4% | -13.9% | -0.1% |
| 6M | +23.0% | +3.5% | +19.5% | +22.4% |
| YTD | +51.2% | +9.8% | +41.4% | +49.3% |
| 1Y | +63.5% | +3.0% | +60.5% | +62.5% |
| 3Y | +2.5% | +9.7% | -7.1% | +0.2% |
| 5Y | +139.2% | -17.2% | +156.3% | +142.0% |
| 10Y | -4.8% | +126.1% | -130.8% | -13.6% |
| All | -4.8% | +126.2% | -130.9% | -13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded AWK 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling