+1,043.1%
AWK vs TECH
+437.8%
+605.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +2.7% | +0.2% | +2.5% | +2.6% |
| 30D | +16.7% | +0.5% | +16.2% | +16.6% |
| 3M | +11.7% | +1.1% | +10.7% | +11.5% |
| 6M | +21.9% | +51.0% | -29.1% | +11.6% |
| YTD | +17.6% | +24.4% | -6.7% | +10.3% |
| 1Y | +19.8% | +27.4% | -7.7% | +11.6% |
| 3Y | +31.0% | +28.5% | +2.5% | +16.6% |
| 5Y | -3.0% | -40.9% | +37.9% | +3.0% |
| 10Y | +156.8% | +192.5% | -35.7% | +71.4% |
| All | +1,043.1% | +437.8% | +605.3% | +516.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling