+963.1%
AWK vs TEVA
-3.3%
+966.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.0% | -0.2% |
| 7D | -0.7% | -0.7% | 0.0% | -0.7% |
| 30D | +2.8% | -0.4% | +3.1% | +2.8% |
| 3M | +11.3% | +8.2% | +3.1% | +10.4% |
| 6M | +6.7% | +15.3% | -8.6% | +5.1% |
| YTD | +9.4% | +16.5% | -7.1% | +7.5% |
| 1Y | +3.7% | +85.7% | -82.0% | -2.4% |
| 3Y | +9.2% | +277.9% | -268.6% | -5.9% |
| 5Y | -15.7% | +295.5% | -311.2% | -28.8% |
| 10Y | +135.3% | -24.5% | +159.7% | +140.8% |
| All | +963.1% | -3.3% | +966.4% | +774.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling