+59.1%
T vs AWK
+157.4%
-98.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.1% | +0.3% |
| 7D | +2.6% | +2.7% | -0.1% | +1.5% |
| 30D | -1.1% | +16.7% | -17.7% | -6.8% |
| 3M | -7.7% | +11.7% | -19.5% | -11.7% |
| 6M | -10.6% | +21.9% | -32.5% | -17.4% |
| YTD | -7.5% | +17.6% | -25.1% | -13.7% |
| 1Y | -7.4% | +19.8% | -27.2% | -14.4% |
| 3Y | +63.1% | +31.0% | +32.1% | +44.1% |
| 5Y | +55.2% | -3.0% | +58.2% | +51.8% |
| All | +59.1% | +157.4% | -98.3% | +8.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling