+16.8%
AWK vs TRMB
-30.2%
+47.0%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.4% |
| 7D | -3.2% | +4.1% | -7.3% | -3.2% |
| 30D | +13.5% | -7.0% | +20.5% | +13.2% |
| 3M | +9.4% | -0.9% | +10.3% | +9.0% |
| 6M | +16.4% | -1.2% | +17.6% | +15.3% |
| YTD | +15.4% | -28.7% | +44.2% | +12.9% |
| 1Y | +16.8% | -32.1% | +48.9% | +13.7% |
| All | +16.8% | -30.2% | +47.0% | +13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 1y: compounded portfolio wealth divided by compounded TRMB 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…
1y analysis · Full analysis span regression · 6 months rolling