+1,006.2%
TER vs AWK
+152.9%
+853.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.4% |
| 7D | -8.9% | +2.7% | -11.6% | -9.4% |
| 30D | -39.1% | +16.7% | -55.7% | -41.1% |
| 3M | -32.8% | +11.7% | -44.5% | -34.6% |
| 6M | -31.7% | +21.9% | -53.6% | -35.5% |
| YTD | +26.9% | +17.6% | +9.3% | +20.0% |
| 1Y | +33.6% | +19.8% | +13.8% | +25.3% |
| 3Y | +181.5% | +31.0% | +150.5% | +142.8% |
| 5Y | +76.1% | -3.0% | +79.1% | +71.7% |
| 10Y | +1,006.2% | +156.8% | +849.4% | +747.2% |
| All | +1,006.2% | +152.9% | +853.3% | +747.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling