+143.6%
TE vs AWK
+3.5%
+140.1%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.3% | -6.4% | -7.1% |
| 7D | +0.9% | -0.7% | +1.6% | 0.0% |
| 30D | -16.3% | +2.8% | -19.0% | -13.5% |
| 3M | -40.8% | +11.3% | -52.1% | -31.8% |
| 6M | -42.6% | +6.7% | -49.3% | -33.9% |
| YTD | -31.4% | +9.4% | -40.8% | -18.9% |
| All | +143.6% | +3.5% | +140.1% | +207.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling