+195.6%
EQT vs AWK
-16.3%
+211.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +1.0% | +0.7% |
| 7D | -1.2% | -0.7% | -0.4% | -1.0% |
| 30D | +1.1% | +2.8% | -1.7% | +0.6% |
| 3M | +4.8% | +11.3% | -6.5% | +2.9% |
| 6M | -10.6% | +6.7% | -17.3% | -11.7% |
| YTD | +3.4% | +9.4% | -5.9% | +1.6% |
| 1Y | +8.7% | +3.7% | +5.0% | +7.7% |
| 3Y | +35.0% | +9.2% | +25.7% | +30.6% |
| All | +195.6% | -16.3% | +211.8% | +167.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling