+802.8%
TEAM vs AWK
+200.5%
+602.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.6% |
| 7D | -0.4% | +1.7% | -2.2% | -0.9% |
| 30D | +67.3% | +5.6% | +61.7% | +65.2% |
| 3M | +86.8% | +15.9% | +70.9% | +80.1% |
| 6M | +146.8% | +4.6% | +142.2% | +143.3% |
| YTD | +16.9% | +10.1% | +6.9% | +13.4% |
| 1Y | +12.8% | +2.1% | +10.7% | +11.4% |
| 3Y | -7.3% | +9.8% | -17.1% | -13.6% |
| 5Y | -50.7% | -15.4% | -35.4% | -50.3% |
| 10Y | +529.8% | +129.4% | +400.4% | +450.8% |
| All | +802.8% | +200.5% | +602.3% | +971.4% |
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