-15.7%
AWK vs TRI
-11.1%
-4.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | -0.1% |
| 7D | -0.7% | -14.4% | +13.6% | +2.3% |
| 30D | +2.8% | -8.1% | +10.9% | +4.3% |
| 3M | +11.3% | +17.5% | -6.2% | +6.8% |
| 6M | +6.7% | -5.0% | +11.7% | +6.9% |
| YTD | +9.4% | -24.7% | +34.1% | +18.2% |
| 1Y | +3.7% | -41.5% | +45.2% | +22.9% |
| 3Y | +9.2% | -20.3% | +29.6% | +6.8% |
| 5Y | -15.7% | -10.9% | -4.8% | -26.5% |
| All | -15.7% | -11.1% | -4.6% | -26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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