+969.7%
AWK vs TXT
+40.3%
+929.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | -0.1% |
| 7D | +1.7% | -4.8% | +6.5% | +2.5% |
| 30D | +5.6% | -10.6% | +16.2% | +7.3% |
| 3M | +15.9% | -13.2% | +29.0% | +18.1% |
| 6M | +4.6% | -20.3% | +24.9% | +7.8% |
| YTD | +10.1% | -9.3% | +19.3% | +11.1% |
| 1Y | +2.1% | -2.7% | +4.8% | +1.9% |
| 3Y | +9.8% | +1.4% | +8.5% | +8.0% |
| 5Y | -15.4% | +9.6% | -24.9% | -18.4% |
| 10Y | +129.4% | +94.9% | +34.5% | +94.3% |
| All | +969.7% | +40.3% | +929.4% | +744.8% |
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