+967.2%
AWK vs TRI
+371.5%
+595.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.5% | +6.3% | +1.7% |
| 7D | +2.2% | -7.1% | +9.3% | +4.2% |
| 30D | +4.4% | -2.3% | +6.8% | +4.9% |
| 3M | +15.4% | +19.6% | -4.2% | +8.2% |
| 6M | +3.5% | -8.7% | +12.2% | +4.2% |
| YTD | +9.8% | -22.3% | +32.1% | +15.2% |
| 1Y | +3.0% | -40.7% | +43.7% | +18.1% |
| 3Y | +9.7% | -17.8% | +27.4% | +10.4% |
| 5Y | -17.2% | -8.5% | -8.7% | -20.1% |
| 10Y | +126.1% | +192.6% | -66.5% | +52.3% |
| All | +967.2% | +371.5% | +595.8% | +469.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling