+719.4%
TEL vs AWK
+967.2%
-247.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.5% | -1.7% |
| 7D | -1.4% | +2.2% | -3.6% | -2.3% |
| 30D | -4.9% | +4.4% | -9.3% | -6.6% |
| 3M | +0.1% | +15.4% | -15.3% | -6.0% |
| 6M | +0.4% | +3.5% | -3.2% | -1.8% |
| YTD | -8.9% | +9.8% | -18.7% | -13.2% |
| 1Y | -0.3% | +3.0% | -3.3% | -3.0% |
| 3Y | +67.6% | +9.7% | +58.0% | +53.3% |
| 5Y | +50.7% | -17.2% | +67.8% | +55.3% |
| 10Y | +288.6% | +126.1% | +162.6% | +129.5% |
| All | +719.4% | +967.2% | -247.9% | +58.4% |
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