+68.4%
T vs AWK
+128.1%
-59.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.7% | -1.7% |
| 7D | -3.1% | +0.6% | -3.7% | -3.3% |
| 30D | +4.6% | +4.3% | +0.3% | +2.9% |
| 3M | +12.2% | +12.5% | -0.3% | +7.0% |
| 6M | -6.5% | +3.3% | -9.8% | -8.0% |
| YTD | +4.9% | +9.8% | -4.9% | +0.5% |
| 1Y | -10.5% | +2.9% | -13.4% | -12.2% |
| 3Y | +104.6% | +9.6% | +95.0% | +93.7% |
| 5Y | +64.2% | -16.7% | +80.9% | +70.6% |
| 10Y | +68.4% | +136.1% | -67.6% | +16.7% |
| All | +68.4% | +128.1% | -59.6% | +16.7% |
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