-1.4%
TEAM vs AWK
+19.4%
-20.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.4% | -2.9% | -1.3% |
| 7D | -2.4% | +0.1% | -2.5% | -2.4% |
| 30D | -26.7% | +14.3% | -41.0% | -25.0% |
| 3M | -9.6% | +10.3% | -19.9% | -7.8% |
| 6M | +86.0% | +18.9% | +67.1% | +95.9% |
| YTD | -7.5% | +17.7% | -25.2% | -2.5% |
| 1Y | -1.4% | +16.9% | -18.2% | +4.2% |
| All | -1.4% | +19.4% | -20.8% | +4.2% |
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