+20.0%
AWK vs TAP
+4.4%
+15.6%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.0% | -0.8% | +1.5% |
| 7D | +7.0% | +9.9% | -2.9% | +4.6% |
| 30D | +17.0% | +18.1% | -1.1% | +12.9% |
| 3M | +12.4% | +3.2% | +9.2% | +11.2% |
| 6M | +19.6% | +8.4% | +11.2% | +17.0% |
| YTD | +17.0% | -4.4% | +21.4% | +13.9% |
| 1Y | +20.0% | +3.2% | +16.8% | +13.9% |
| All | +20.0% | +4.4% | +15.6% | +13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 1y: compounded portfolio wealth divided by compounded TAP 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…
1y analysis · Full analysis span regression · 6 months rolling