+1,017.4%
AWK vs TNA
+990.0%
+27.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | -0.1% |
| 7D | +2.2% | +4.1% | -1.9% | +1.7% |
| 30D | +4.4% | -7.6% | +12.1% | +5.3% |
| 3M | +15.4% | +8.1% | +7.3% | +14.0% |
| 6M | +3.5% | +49.0% | -45.5% | -2.0% |
| YTD | +9.8% | +51.7% | -41.9% | +3.2% |
| 1Y | +3.0% | +59.6% | -56.6% | -4.4% |
| 3Y | +9.7% | +118.9% | -109.2% | -7.0% |
| 5Y | -17.2% | -19.2% | +2.0% | -25.1% |
| 10Y | +126.1% | +77.2% | +48.8% | +60.1% |
| All | +1,017.4% | +990.0% | +27.5% | +451.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling