+19.3%
ETN vs AWK
+1.8%
+17.5%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.1% | +3.6% | +3.4% |
| 7D | +2.0% | +1.7% | +0.3% | +2.9% |
| 30D | -7.9% | +5.6% | -13.5% | -5.1% |
| 3M | -1.6% | +15.9% | -17.5% | +5.6% |
| 6M | +16.9% | +4.6% | +12.3% | +21.3% |
| YTD | +30.1% | +10.1% | +20.0% | +37.6% |
| 1Y | +19.3% | +2.1% | +17.2% | +23.6% |
| All | +19.3% | +1.8% | +17.5% | +23.6% |
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