+54.6%
TER vs AWK
-1.1%
+55.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.4% | +4.0% | +2.4% |
| 7D | -20.5% | +4.1% | -24.6% | -20.1% |
| 30D | -47.0% | +18.0% | -65.0% | -46.4% |
| 3M | -43.3% | +12.2% | -55.5% | -42.7% |
| 6M | -42.9% | +21.2% | -64.1% | -42.6% |
| YTD | +12.9% | +17.6% | -4.7% | +13.3% |
| 1Y | +18.2% | +19.2% | -1.1% | +18.1% |
| 3Y | +151.8% | +26.7% | +125.1% | +132.7% |
| All | +54.6% | -1.1% | +55.6% | +51.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling