-2.3%
AWK vs TXT
+13.0%
-15.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -3.0% | -1.1% |
| 7D | +1.2% | -3.5% | +4.7% | +1.9% |
| 30D | +15.8% | +15.2% | +0.6% | +12.5% |
| 3M | +11.0% | -4.5% | +15.5% | +11.8% |
| 6M | +21.0% | -6.1% | +27.1% | +21.9% |
| YTD | +16.7% | -2.0% | +18.7% | +16.0% |
| 1Y | +17.2% | +4.2% | +12.9% | +14.8% |
| 3Y | +29.2% | +14.4% | +14.8% | +20.8% |
| 5Y | -2.3% | +12.3% | -14.6% | -11.7% |
| All | -2.3% | +13.0% | -15.3% | -11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 5y: compounded portfolio wealth divided by compounded TXT 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…
5y analysis · Full analysis span regression · 6 months rolling