-13.1%
SLB vs AWK
+157.1%
-170.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.4% | +0.1% | +1.4% |
| 7D | +3.5% | +0.1% | +3.4% | +3.5% |
| 30D | +6.5% | +14.3% | -7.8% | +5.1% |
| 3M | -0.2% | +10.3% | -10.5% | -1.3% |
| 6M | -5.7% | +18.9% | -24.7% | -7.5% |
| YTD | +36.8% | +17.7% | +19.1% | +34.1% |
| 1Y | +45.8% | +16.9% | +28.9% | +43.0% |
| 3Y | +3.4% | +32.2% | -28.8% | -1.3% |
| 5Y | +76.1% | -2.2% | +78.3% | +74.0% |
| All | -13.1% | +157.1% | -170.1% | -17.3% |
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