+9.7%
AWK vs TRMB
+13.0%
-3.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +0.9% | -0.2% |
| 7D | +2.2% | -0.3% | +2.4% | +2.2% |
| 30D | +4.4% | -1.2% | +5.7% | +4.4% |
| 3M | +15.4% | +9.6% | +5.8% | +15.2% |
| 6M | +3.5% | -16.1% | +19.6% | +3.4% |
| YTD | +9.8% | -25.0% | +34.8% | +9.8% |
| 1Y | +3.0% | -27.7% | +30.7% | +3.0% |
| 3Y | +9.7% | +15.3% | -5.6% | +1.7% |
| All | +9.7% | +13.0% | -3.4% | +1.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling