+1,886.4%
TER vs AWK
+1,034.4%
+851.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -0.7% | +13.4% | +13.0% |
| 7D | -5.8% | +1.2% | -7.0% | -6.4% |
| 30D | -38.9% | +15.8% | -54.7% | -42.5% |
| 3M | -35.1% | +11.0% | -46.1% | -38.2% |
| 6M | -31.6% | +21.0% | -52.6% | -37.7% |
| YTD | +27.2% | +16.7% | +10.5% | +16.0% |
| 1Y | +35.2% | +17.2% | +18.1% | +22.7% |
| 3Y | +192.8% | +29.2% | +163.6% | +141.0% |
| 5Y | +72.4% | -2.3% | +74.7% | +61.4% |
| 10Y | +1,001.8% | +150.5% | +851.3% | +501.7% |
| All | +1,886.4% | +1,034.4% | +851.9% | +296.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling