-4.9%
EQT vs AWK
+20.7%
-25.5%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.2% | -5.4% | -3.3% |
| 7D | -6.6% | +7.0% | -13.6% | -6.9% |
| 30D | +2.7% | +17.0% | -14.3% | +1.9% |
| 3M | -0.2% | +12.4% | -12.6% | -0.7% |
| 6M | -10.6% | +19.6% | -30.2% | -11.1% |
| YTD | -1.2% | +17.0% | -18.2% | -1.6% |
| 1Y | -4.9% | +20.0% | -24.9% | -5.1% |
| All | -4.9% | +20.7% | -25.5% | -5.1% |
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