+966.9%
AWK vs TDY
+1,089.5%
-122.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.4% |
| 7D | +0.6% | -1.8% | +2.4% | +1.0% |
| 30D | +4.3% | -13.8% | +18.1% | +8.0% |
| 3M | +12.5% | -3.9% | +16.4% | +13.2% |
| 6M | +3.3% | -9.0% | +12.3% | +5.0% |
| YTD | +9.8% | +16.5% | -6.8% | +4.6% |
| 1Y | +2.9% | +9.3% | -6.4% | -0.5% |
| 3Y | +9.6% | +45.1% | -35.5% | -2.7% |
| 5Y | -16.7% | +35.0% | -51.6% | -25.3% |
| 10Y | +136.1% | +469.0% | -332.9% | +45.5% |
| All | +966.9% | +1,089.5% | -122.6% | +432.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling