+136.1%
AWK vs TECH
+179.6%
-43.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | 0.0% | 0.0% |
| 7D | +0.6% | -0.1% | +0.7% | +0.6% |
| 30D | +4.3% | +0.3% | +4.0% | +4.2% |
| 3M | +12.5% | +32.9% | -20.4% | +6.9% |
| 6M | +3.3% | +32.1% | -28.8% | -2.7% |
| YTD | +9.8% | +23.4% | -13.6% | +4.2% |
| 1Y | +2.9% | +34.1% | -31.2% | -4.4% |
| 3Y | +9.6% | +2.2% | +7.4% | +4.6% |
| 5Y | -16.7% | -41.8% | +25.2% | -11.0% |
| 10Y | +136.1% | +188.9% | -52.8% | +73.8% |
| All | +136.1% | +179.6% | -43.5% | +73.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 TECH 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