+1,464.0%
ETN vs AWK
+963.1%
+500.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.1% | -1.3% |
| 7D | +3.0% | -0.7% | +3.8% | +3.3% |
| 30D | -10.9% | +2.8% | -13.7% | -11.9% |
| 3M | +9.2% | +11.3% | -2.1% | +4.3% |
| 6M | +13.9% | +6.7% | +7.2% | +10.0% |
| YTD | +29.5% | +9.4% | +20.2% | +23.5% |
| 1Y | +14.2% | +3.7% | +10.5% | +10.5% |
| 3Y | +79.9% | +9.2% | +70.6% | +63.2% |
| 5Y | +175.7% | -15.7% | +191.4% | +178.2% |
| 10Y | +693.2% | +135.3% | +558.0% | +360.6% |
| All | +1,464.0% | +963.1% | +500.9% | +260.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling