+967.2%
AWK vs TKO
+1,962.5%
-995.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.0% | -5.2% | -0.7% |
| 7D | +2.2% | +7.2% | -5.0% | +1.6% |
| 30D | +4.4% | +4.7% | -0.3% | +4.0% |
| 3M | +15.4% | -3.2% | +18.6% | +15.6% |
| 6M | +3.5% | -2.9% | +6.4% | +3.5% |
| YTD | +9.8% | -5.8% | +15.6% | +10.0% |
| 1Y | +3.0% | -1.1% | +4.0% | +2.6% |
| 3Y | +9.7% | +111.1% | -101.4% | +0.9% |
| 5Y | -17.2% | +315.6% | -332.7% | -29.0% |
| 10Y | +126.1% | +978.5% | -852.4% | +70.3% |
| All | +967.2% | +1,962.5% | -995.3% | +543.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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