-25.9%
SLB vs AWK
+1,037.8%
-1,063.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.3% |
| 7D | -1.2% | 0.0% | -1.2% | -1.2% |
| 30D | +4.5% | +15.5% | -11.0% | -0.1% |
| 3M | -4.6% | +10.0% | -14.6% | -7.5% |
| 6M | -6.3% | +20.4% | -26.7% | -11.8% |
| YTD | +35.0% | +17.1% | +17.9% | +27.3% |
| 1Y | +38.8% | +18.3% | +20.6% | +30.4% |
| 3Y | +3.3% | +30.4% | -27.1% | -8.4% |
| 5Y | +73.6% | -2.7% | +76.3% | +67.0% |
| 10Y | -14.2% | +154.7% | -168.9% | -51.2% |
| All | -25.9% | +1,037.8% | -1,063.6% | -84.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling