+128.5%
AWK vs TROW
+130.0%
-1.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.4% | -1.2% |
| 7D | -2.1% | -3.2% | +1.0% | -1.3% |
| 30D | +2.1% | -4.6% | +6.7% | +3.4% |
| 3M | +11.4% | -0.7% | +12.0% | +11.4% |
| 6M | +3.9% | +22.2% | -18.3% | -2.1% |
| YTD | +7.7% | +6.6% | +1.1% | +5.1% |
| 1Y | +1.3% | +5.8% | -4.5% | -1.2% |
| 3Y | +7.2% | +11.6% | -4.4% | +0.6% |
| 5Y | -17.0% | -38.9% | +21.9% | -8.2% |
| All | +128.5% | +130.0% | -1.6% | +83.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 10y: compounded portfolio wealth divided by compounded TROW 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…
10y analysis · Full analysis span regression · 6 months rolling