+139.2%
SLB vs AWK
-15.0%
+154.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | +0.4% | +2.2% | -1.7% | +0.4% |
| 30D | +13.6% | +4.4% | +9.2% | +13.6% |
| 3M | +1.5% | +15.4% | -13.9% | +1.4% |
| 6M | +23.0% | +3.5% | +19.5% | +23.1% |
| YTD | +51.2% | +9.8% | +41.4% | +51.0% |
| 1Y | +63.5% | +3.0% | +60.5% | +63.6% |
| 3Y | +2.5% | +9.7% | -7.1% | +1.7% |
| 5Y | +139.2% | -17.2% | +156.3% | +108.9% |
| All | +139.2% | -15.0% | +154.2% | +108.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling