+1,044.2%
AWK vs ETR
+311.1%
+733.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.4% |
| 7D | +0.1% | +1.2% | -1.0% | -0.5% |
| 30D | +14.3% | +7.0% | +7.3% | +10.0% |
| 3M | +10.3% | +4.6% | +5.7% | +7.4% |
| 6M | +18.9% | +0.1% | +18.8% | +18.5% |
| YTD | +17.7% | +23.2% | -5.5% | +3.7% |
| 1Y | +16.9% | +20.6% | -3.7% | +4.1% |
| 3Y | +32.2% | +156.3% | -124.1% | -26.4% |
| 5Y | -2.2% | +159.6% | -161.8% | -46.2% |
| 10Y | +156.1% | +377.1% | -221.0% | +1.9% |
| All | +1,044.2% | +311.1% | +733.1% | +331.3% |
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