+1,022.0%
AWK vs TRMB
+300.4%
+721.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.2% |
| 7D | -3.2% | +4.1% | -7.3% | -3.8% |
| 30D | +13.5% | -7.0% | +20.5% | +14.3% |
| 3M | +9.4% | -0.9% | +10.3% | +9.0% |
| 6M | +16.4% | -1.2% | +17.6% | +15.8% |
| YTD | +15.4% | -28.7% | +44.2% | +20.2% |
| 1Y | +16.8% | -32.1% | +48.9% | +22.4% |
| 3Y | +28.6% | +33.4% | -4.8% | +18.6% |
| 5Y | -4.1% | -35.6% | +31.5% | -1.9% |
| 10Y | +151.2% | +103.8% | +47.4% | +108.7% |
| All | +1,022.0% | +300.4% | +721.6% | +634.5% |
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