+108.2%
T vs AWK
+9.6%
+98.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | -1.5% | +2.2% | -3.7% | -2.3% |
| 30D | +7.6% | +4.4% | +3.2% | +5.9% |
| 3M | +15.3% | +15.4% | -0.1% | +9.2% |
| 6M | -8.5% | +3.5% | -12.0% | -10.0% |
| YTD | +6.8% | +9.8% | -3.0% | +2.4% |
| 1Y | -7.2% | +3.0% | -10.2% | -8.8% |
| 3Y | +108.2% | +9.7% | +98.6% | +97.9% |
| All | +108.2% | +9.6% | +98.7% | +97.9% |
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 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