+494.0%
TEAM vs AWK
+135.6%
+358.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.4% | +1.1% |
| 7D | -7.8% | -0.7% | -7.0% | -7.6% |
| 30D | +16.5% | +2.8% | +13.8% | +15.7% |
| 3M | +96.2% | +11.3% | +84.8% | +90.7% |
| 6M | +130.2% | +6.7% | +123.5% | +125.3% |
| YTD | +10.7% | +9.4% | +1.4% | +7.3% |
| 1Y | +3.0% | +3.7% | -0.7% | +1.2% |
| 3Y | -13.1% | +9.2% | -22.3% | -19.4% |
| 5Y | -52.7% | -15.7% | -37.0% | -52.2% |
| All | +494.0% | +135.6% | +358.4% | +384.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling