-53.2%
TE vs AWK
+31.7%
-84.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.5% | +1.3% |
| 7D | -4.0% | +1.7% | -5.7% | -4.0% |
| 30D | -15.9% | +5.6% | -21.5% | -16.0% |
| 3M | -60.5% | +15.9% | -76.4% | -60.9% |
| 6M | -35.2% | +4.6% | -39.8% | -35.2% |
| YTD | -31.1% | +10.1% | -41.2% | -31.6% |
| 1Y | +148.6% | +2.1% | +146.6% | +149.3% |
| 3Y | -26.4% | +9.8% | -36.2% | -28.9% |
| 5Y | -48.0% | -15.4% | -32.7% | -49.4% |
| All | -53.2% | +31.7% | -84.8% | -54.3% |
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 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