+8.8%
AWK vs TNA
+99.7%
-90.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.0% | +2.7% | -0.3% |
| 7D | -0.7% | -7.6% | +6.8% | -0.5% |
| 30D | +2.8% | -13.6% | +16.4% | +3.1% |
| 3M | +11.3% | +2.8% | +8.5% | +11.1% |
| 6M | +6.7% | +34.5% | -27.8% | +5.2% |
| YTD | +9.4% | +41.0% | -31.7% | +7.3% |
| 1Y | +3.7% | +52.0% | -48.3% | +1.0% |
| All | +8.8% | +99.7% | -90.9% | -9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 3y: compounded portfolio wealth divided by compounded TNA 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…
3y analysis · Full analysis span regression · 6 months rolling