+63.5%
SLB vs AWK
+1.1%
+62.4%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | +0.4% | +2.2% | -1.7% | +0.8% |
| 30D | +13.6% | +4.4% | +9.2% | +14.5% |
| 3M | +1.5% | +15.4% | -13.9% | +4.6% |
| 6M | +23.0% | +3.5% | +19.5% | +24.2% |
| YTD | +51.2% | +9.8% | +41.4% | +54.7% |
| 1Y | +63.5% | +3.0% | +60.5% | +64.0% |
| All | +63.5% | +1.1% | +62.4% | +64.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling