+7.8%
EQT vs AWK
+1.8%
+6.0%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | +1.1% | +1.7% | -0.6% | +1.0% |
| 30D | +7.7% | +5.6% | +2.1% | +7.4% |
| 3M | +0.2% | +15.9% | -15.7% | -0.1% |
| 6M | -9.5% | +4.6% | -14.1% | -9.8% |
| YTD | +3.8% | +10.1% | -6.2% | +3.6% |
| 1Y | +7.8% | +2.1% | +5.7% | +8.8% |
| All | +7.8% | +1.8% | +6.0% | +8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 1y: compounded portfolio wealth divided by compounded AWK 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…
1y analysis · Full analysis span regression · 6 months rolling