+128.5%
AWK vs TRU
+147.2%
-18.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.5% | -1.7% |
| 7D | -2.1% | -2.7% | +0.6% | -1.6% |
| 30D | +2.1% | -2.0% | +4.1% | +2.4% |
| 3M | +11.4% | +18.4% | -7.1% | +7.2% |
| 6M | +3.9% | +8.9% | -4.9% | +1.3% |
| YTD | +7.7% | -8.9% | +16.6% | +8.4% |
| 1Y | +1.3% | -15.9% | +17.2% | +3.4% |
| 3Y | +7.2% | -1.1% | +8.3% | -0.5% |
| 5Y | -17.0% | -35.2% | +18.2% | -14.3% |
| All | +128.5% | +147.2% | -18.7% | +75.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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