-16.3%
AWK vs TDY
+39.0%
-55.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.2% | -2.8% | -1.8% |
| 7D | -2.1% | -1.1% | -1.0% | -1.9% |
| 30D | +2.1% | -12.0% | +14.1% | +5.1% |
| 3M | +11.4% | -3.2% | +14.6% | +11.9% |
| 6M | +3.9% | -7.9% | +11.8% | +5.4% |
| YTD | +7.7% | +18.2% | -10.5% | +1.2% |
| 1Y | +1.3% | +6.7% | -5.4% | -2.0% |
| 3Y | +7.2% | +47.5% | -40.4% | -10.0% |
| All | -16.3% | +39.0% | -55.3% | -31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 5y: compounded portfolio wealth divided by compounded TDY 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…
5y analysis · Full analysis span regression · 6 months rolling