+1,037.8%
AWK vs TRMB
+305.0%
+732.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.2% | -3.6% | -0.9% |
| 7D | 0.0% | +4.1% | -4.1% | -0.6% |
| 30D | +15.5% | -5.1% | +20.6% | +16.0% |
| 3M | +10.0% | -2.6% | +12.6% | +9.9% |
| 6M | +20.4% | -2.7% | +23.1% | +20.1% |
| YTD | +17.1% | -27.9% | +45.0% | +21.7% |
| 1Y | +18.3% | -29.0% | +47.3% | +23.1% |
| 3Y | +30.4% | +35.0% | -4.6% | +20.0% |
| 5Y | -2.7% | -33.9% | +31.2% | -0.8% |
| 10Y | +154.7% | +106.1% | +48.6% | +111.3% |
| All | +1,037.8% | +305.0% | +732.8% | +643.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling