+1,043.1%
AWK vs TXT
+54.1%
+989.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.5% |
| 7D | +2.7% | -1.1% | +3.8% | +2.8% |
| 30D | +16.7% | +17.1% | -0.4% | +13.9% |
| 3M | +11.7% | -2.6% | +14.4% | +12.0% |
| 6M | +21.9% | -4.6% | +26.5% | +22.3% |
| YTD | +17.6% | -0.3% | +17.9% | +17.0% |
| 1Y | +19.8% | +5.9% | +13.9% | +18.1% |
| 3Y | +31.0% | +14.4% | +16.6% | +26.4% |
| 5Y | -3.0% | +15.9% | -18.8% | -7.2% |
| 10Y | +156.8% | +99.6% | +57.2% | +116.1% |
| All | +1,043.1% | +54.1% | +989.1% | +789.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling