+967.2%
AWK vs TROW
+274.9%
+692.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | +2.2% | +0.4% | +1.8% | +2.1% |
| 30D | +4.4% | -4.0% | +8.5% | +5.4% |
| 3M | +15.4% | +5.0% | +10.4% | +14.0% |
| 6M | +3.5% | +24.3% | -20.8% | -1.7% |
| YTD | +9.8% | +9.8% | 0.0% | +7.0% |
| 1Y | +3.0% | +6.4% | -3.5% | +0.9% |
| 3Y | +9.7% | +15.8% | -6.1% | +3.7% |
| 5Y | -17.2% | -37.3% | +20.1% | -12.0% |
| 10Y | +126.1% | +130.6% | -4.6% | +78.8% |
| All | +967.2% | +274.9% | +692.3% | +590.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling