-16.3%
AWK vs TEVA
+300.5%
-316.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.0% | -3.6% | -1.7% |
| 7D | -2.1% | +2.0% | -4.1% | -2.3% |
| 30D | +2.1% | +1.0% | +1.1% | +2.0% |
| 3M | +11.4% | +7.3% | +4.1% | +10.8% |
| 6M | +3.9% | +21.7% | -17.8% | +2.5% |
| YTD | +7.7% | +18.8% | -11.1% | +6.3% |
| 1Y | +1.3% | +86.5% | -85.2% | -3.1% |
| 3Y | +7.2% | +269.4% | -262.3% | -6.4% |
| All | -16.3% | +300.5% | -316.8% | -27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 TEVA 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