-3.0%
AWK vs TECH
-40.2%
+37.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +2.7% | +0.2% | +2.5% | +2.7% |
| 30D | +16.7% | +0.5% | +16.2% | +16.6% |
| 3M | +11.7% | +1.1% | +10.7% | +11.6% |
| 6M | +21.9% | +51.0% | -29.1% | +15.2% |
| YTD | +17.6% | +24.4% | -6.7% | +12.9% |
| 1Y | +19.8% | +27.4% | -7.7% | +14.4% |
| 3Y | +31.0% | +28.5% | +2.5% | +19.2% |
| 5Y | -3.0% | -40.9% | +37.9% | +7.4% |
| All | -3.0% | -40.2% | +37.2% | +7.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling