-27.4%
SLB vs AWK
+1,042.6%
-1,070.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +1.0% |
| 7D | -7.1% | +4.1% | -11.2% | -8.3% |
| 30D | +4.1% | +18.0% | -13.9% | -1.0% |
| 3M | -2.6% | +12.2% | -14.9% | -6.1% |
| 6M | -8.6% | +21.2% | -29.8% | -14.1% |
| YTD | +32.2% | +17.6% | +14.7% | +24.5% |
| 1Y | +40.7% | +19.2% | +21.4% | +31.8% |
| 3Y | -4.5% | +26.7% | -31.3% | -14.4% |
| 5Y | +66.4% | -1.3% | +67.7% | +59.2% |
| 10Y | -15.1% | +159.7% | -174.7% | -52.1% |
| All | -27.4% | +1,042.6% | -1,070.0% | -84.6% |
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