+969.7%
AWK vs TRMB
+326.5%
+643.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | 0.0% |
| 7D | +1.7% | -2.5% | +4.3% | +2.1% |
| 30D | +5.6% | +1.5% | +4.1% | +5.3% |
| 3M | +15.9% | +6.8% | +9.1% | +14.6% |
| 6M | +4.6% | -14.9% | +19.5% | +6.7% |
| YTD | +10.1% | -24.1% | +34.1% | +14.1% |
| 1Y | +2.1% | -25.4% | +27.5% | +5.9% |
| 3Y | +9.8% | +8.0% | +1.8% | +5.3% |
| 5Y | -15.4% | -37.3% | +22.0% | -12.7% |
| 10Y | +129.4% | +116.8% | +12.6% | +89.6% |
| All | +969.7% | +326.5% | +643.2% | +596.8% |
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