+226.1%
T vs AWK
+969.7%
-743.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.9% |
| 7D | -1.3% | +1.7% | -3.0% | -1.9% |
| 30D | +11.4% | +5.6% | +5.8% | +9.0% |
| 3M | +14.3% | +15.9% | -1.6% | +7.8% |
| 6M | -9.3% | +4.6% | -13.8% | -11.2% |
| YTD | +7.1% | +10.1% | -2.9% | +2.6% |
| 1Y | -9.1% | +2.1% | -11.2% | -10.5% |
| 3Y | +105.3% | +9.8% | +95.5% | +94.3% |
| 5Y | +66.8% | -15.4% | +82.2% | +72.0% |
| 10Y | +66.8% | +129.4% | -62.6% | +13.1% |
| All | +226.1% | +969.7% | -743.6% | +7.2% |
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