-10.5%
TEM vs AWK
+20.7%
-31.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.2% | -5.0% | -1.4% |
| 7D | -1.3% | +7.0% | -8.3% | +3.2% |
| 30D | -9.5% | +17.0% | -26.5% | +0.6% |
| 3M | +60.7% | +12.4% | +48.3% | +74.9% |
| 6M | +35.5% | +19.6% | +15.9% | +56.1% |
| YTD | +28.0% | +17.0% | +11.0% | +45.0% |
| 1Y | -10.5% | +20.0% | -30.5% | +1.4% |
| All | -10.5% | +20.7% | -31.2% | +1.4% |
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 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