+136.1%
AWK vs TAP
-51.4%
+187.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.2% |
| 7D | +0.6% | -5.1% | +5.7% | +2.0% |
| 30D | +4.3% | -8.4% | +12.7% | +6.7% |
| 3M | +12.5% | -3.9% | +16.5% | +13.5% |
| 6M | +3.3% | -14.4% | +17.7% | +7.2% |
| YTD | +9.8% | -14.7% | +24.5% | +13.6% |
| 1Y | +2.9% | -18.7% | +21.6% | +7.7% |
| 3Y | +9.6% | -32.6% | +42.3% | +19.6% |
| 5Y | -16.7% | -1.4% | -15.2% | -19.1% |
| 10Y | +136.1% | -50.4% | +186.5% | +148.5% |
| All | +136.1% | -51.4% | +187.4% | +148.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling