-19.1%
TE vs AWK
+9.9%
-29.0%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -2.9% | -3.0% |
| 7D | +15.0% | +0.6% | +14.4% | +15.2% |
| 30D | -7.5% | +4.3% | -11.8% | -6.3% |
| 3M | -42.0% | +12.5% | -54.5% | -39.8% |
| 6M | -31.4% | +3.3% | -34.7% | -28.9% |
| YTD | -26.5% | +9.8% | -36.3% | -23.6% |
| 1Y | +153.1% | +2.9% | +150.2% | +164.4% |
| All | -19.1% | +9.9% | -29.0% | -27.5% |
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