+995.4%
TER vs AWK
+157.1%
+838.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.4% | -6.8% | -5.6% |
| 7D | +14.4% | +0.1% | +14.2% | +14.3% |
| 30D | -30.6% | +14.3% | -44.8% | -32.6% |
| 3M | -39.2% | +10.3% | -49.5% | -40.7% |
| 6M | -31.3% | +18.9% | -50.2% | -34.6% |
| YTD | +29.1% | +17.7% | +11.4% | +22.0% |
| 1Y | +47.4% | +16.9% | +30.6% | +39.4% |
| 3Y | +191.2% | +32.2% | +159.1% | +150.1% |
| 5Y | +74.0% | -2.2% | +76.2% | +69.0% |
| All | +995.4% | +157.1% | +838.4% | +737.0% |
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