+234.1%
TER vs AWK
+3.3%
+230.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.2% | +3.1% |
| 7D | +12.4% | +0.6% | +11.8% | +13.2% |
| 30D | +5.1% | +4.3% | +0.8% | +11.1% |
| 3M | +4.0% | +12.5% | -8.6% | +21.6% |
| 6M | +29.5% | +3.3% | +26.2% | +40.5% |
| YTD | +98.5% | +9.8% | +88.7% | +131.1% |
| 1Y | +234.1% | +2.9% | +231.2% | +258.7% |
| All | +234.1% | +3.3% | +230.8% | +258.7% |
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