-53.4%
TEAM vs AWK
-16.7%
-36.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.2% | -6.7% | -6.9% |
| 7D | -5.7% | +2.2% | -7.8% | -6.2% |
| 30D | +18.3% | +4.4% | +13.9% | +17.1% |
| 3M | +80.2% | +15.4% | +64.9% | +74.0% |
| 6M | +111.0% | +3.5% | +107.5% | +108.9% |
| YTD | +8.8% | +9.8% | -1.0% | +5.5% |
| 1Y | +2.2% | +3.0% | -0.8% | +1.0% |
| 3Y | -14.6% | +9.7% | -24.3% | -22.9% |
| All | -53.4% | -16.7% | -36.7% | -48.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling