+44.6%
SLB vs AWK
+16.7%
+27.9%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | -0.4% |
| 7D | +2.6% | -3.2% | +5.7% | +1.9% |
| 30D | +4.4% | +13.5% | -9.1% | +6.7% |
| 3M | -2.7% | +9.4% | -12.1% | -1.0% |
| 6M | -7.5% | +16.4% | -23.9% | -4.5% |
| YTD | +34.8% | +15.4% | +19.4% | +40.0% |
| 1Y | +44.6% | +16.8% | +27.8% | +50.0% |
| All | +44.6% | +16.7% | +27.9% | +50.0% |
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