+62.1%
T vs AWK
+27.0%
+35.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.1% |
| 7D | +1.7% | +1.2% | +0.5% | +1.2% |
| 30D | -1.7% | +15.8% | -17.5% | -6.9% |
| 3M | -7.3% | +11.0% | -18.3% | -11.0% |
| 6M | -11.2% | +21.0% | -32.2% | -17.5% |
| YTD | -8.1% | +16.7% | -24.8% | -13.9% |
| 1Y | -8.0% | +17.2% | -25.2% | -14.1% |
| 3Y | +62.1% | +29.2% | +32.9% | +48.3% |
| All | +62.1% | +27.0% | +35.1% | +48.3% |
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