-16.3%
AWK vs TENB
-35.4%
+19.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.0% | +4.5% | -1.2% |
| 7D | -2.1% | -12.1% | +9.9% | -1.4% |
| 30D | +2.1% | -18.6% | +20.7% | +3.2% |
| 3M | +11.4% | +12.1% | -0.7% | +10.1% |
| 6M | +3.9% | +46.8% | -42.9% | +0.7% |
| YTD | +7.7% | +28.0% | -20.3% | +5.3% |
| 1Y | +1.3% | -1.4% | +2.7% | +1.2% |
| 3Y | +7.2% | -33.9% | +41.1% | +10.0% |
| All | -16.3% | -35.4% | +19.2% | -16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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