-17.2%
AWK vs TAP
0.0%
-17.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-08 to 2026-09-08.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.1% | +3.9% | +0.8% |
| 7D | +2.2% | -2.3% | +4.5% | +2.8% |
| 30D | +4.4% | -9.4% | +13.8% | +7.0% |
| 3M | +15.4% | -0.8% | +16.2% | +15.4% |
| 6M | +3.5% | -14.7% | +18.3% | +7.3% |
| YTD | +9.8% | -13.9% | +23.7% | +13.0% |
| 1Y | +3.0% | -18.6% | +21.6% | +7.4% |
| 3Y | +9.7% | -32.0% | +41.7% | +18.5% |
| 5Y | -17.2% | -1.0% | -16.2% | -14.5% |
| All | -17.2% | 0.0% | -17.1% | -14.5% |
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 2021-09-08 to 2026-09-08: 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…
2021-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling