+454.5%
TEAM vs AWK
+156.2%
+298.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.0% | +2.7% |
| 7D | -19.7% | 0.0% | -19.7% | -19.7% |
| 30D | -26.6% | +15.5% | -42.1% | -29.5% |
| 3M | -1.1% | +10.0% | -11.1% | -3.6% |
| 6M | +74.6% | +20.4% | +54.2% | +65.8% |
| YTD | -6.0% | +17.1% | -23.0% | -10.6% |
| 1Y | -3.2% | +18.3% | -21.5% | -8.4% |
| 3Y | -13.5% | +30.4% | -43.9% | -24.8% |
| 5Y | -65.5% | -2.7% | -62.8% | -66.4% |
| 10Y | +454.5% | +154.7% | +299.8% | +355.0% |
| All | +454.5% | +156.2% | +298.4% | +355.0% |
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