+85.5%
ETN vs AWK
+7.8%
+77.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.5% | +5.5% | +3.5% |
| 7D | +3.5% | -2.1% | +5.7% | +2.8% |
| 30D | -7.5% | +2.1% | -9.6% | -6.8% |
| 3M | +8.3% | +11.4% | -3.0% | +12.3% |
| 6M | +20.2% | +3.9% | +16.3% | +22.6% |
| YTD | +34.7% | +7.7% | +27.0% | +38.9% |
| 1Y | +19.4% | +1.3% | +18.1% | +21.8% |
| 3Y | +85.5% | +7.2% | +78.3% | +91.2% |
| All | +85.5% | +7.8% | +77.7% | +91.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling