-16.6%
SLB vs AWK
+146.2%
-162.8%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.0% |
| 7D | -3.7% | +1.2% | -4.9% | -3.8% |
| 30D | +2.9% | +15.8% | -12.9% | +1.4% |
| 3M | +0.2% | +11.0% | -10.8% | -0.9% |
| 6M | -4.4% | +21.0% | -25.4% | -6.4% |
| YTD | +33.4% | +16.7% | +16.7% | +30.9% |
| 1Y | +40.8% | +17.2% | +23.6% | +38.0% |
| 3Y | +3.2% | +29.2% | -26.0% | -1.2% |
| 5Y | +64.8% | -2.3% | +67.1% | +62.7% |
| 10Y | -16.6% | +150.5% | -167.1% | -21.4% |
| All | -16.6% | +146.2% | -162.8% | -21.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling