-4.1%
SLB vs AWK
+126.7%
-130.7%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +0.8% | +1.7% | -0.9% | +0.7% |
| 30D | +15.8% | +5.6% | +10.3% | +15.2% |
| 3M | -0.3% | +15.9% | -16.2% | -2.0% |
| 6M | +21.3% | +4.6% | +16.8% | +20.6% |
| YTD | +52.3% | +10.1% | +42.3% | +50.3% |
| 1Y | +63.6% | +2.1% | +61.5% | +62.8% |
| 3Y | +3.8% | +9.8% | -6.1% | +1.4% |
| 5Y | +128.6% | -15.4% | +144.0% | +130.4% |
| All | -4.1% | +126.7% | -130.7% | -13.0% |
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