+969.7%
AWK vs ETR
+294.4%
+675.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.3% | +0.1% |
| 7D | +1.7% | +1.4% | +0.3% | +0.9% |
| 30D | +5.6% | +1.0% | +4.6% | +4.9% |
| 3M | +15.9% | -1.3% | +17.1% | +16.5% |
| 6M | +4.6% | +1.9% | +2.7% | +2.8% |
| YTD | +10.1% | +18.2% | -8.1% | -0.7% |
| 1Y | +2.1% | +24.7% | -22.6% | -11.0% |
| 3Y | +9.8% | +150.7% | -140.8% | -38.1% |
| 5Y | -15.4% | +127.0% | -142.4% | -49.7% |
| 10Y | +129.4% | +295.5% | -166.1% | +0.3% |
| All | +969.7% | +294.4% | +675.3% | +313.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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