+1,835.2%
TER vs AWK
+128.1%
+1,707.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.2% | +4.4% | +4.3% |
| 7D | +11.0% | +2.2% | +8.8% | +10.4% |
| 30D | -1.9% | +4.4% | -6.3% | -2.9% |
| 3M | -0.7% | +15.4% | -16.0% | -4.7% |
| 6M | +36.4% | +3.5% | +32.8% | +34.0% |
| YTD | +92.4% | +9.8% | +82.6% | +85.0% |
| 1Y | +213.5% | +3.0% | +210.5% | +205.4% |
| 3Y | +277.2% | +9.7% | +267.6% | +247.2% |
| 5Y | +219.1% | -17.2% | +236.3% | +227.8% |
| All | +1,835.2% | +128.1% | +1,707.0% | +1,355.8% |
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