+156.8%
AWK vs TAP
-48.8%
+205.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.4% | +0.7% |
| 7D | +2.7% | -4.5% | +7.2% | +3.9% |
| 30D | +16.7% | +7.5% | +9.2% | +14.3% |
| 3M | +11.7% | -4.9% | +16.6% | +13.0% |
| 6M | +21.9% | -3.5% | +25.4% | +22.6% |
| YTD | +17.6% | -11.4% | +29.0% | +20.3% |
| 1Y | +19.8% | -10.8% | +30.6% | +22.2% |
| 3Y | +31.0% | -24.5% | +55.5% | +38.4% |
| 5Y | -3.0% | +2.5% | -5.4% | -6.6% |
| 10Y | +156.8% | -47.6% | +204.4% | +166.8% |
| All | +156.8% | -48.8% | +205.6% | +166.8% |
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