+2,782.9%
TER vs AWK
+969.7%
+1,813.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.1% | +5.6% | +5.5% |
| 7D | +0.6% | +1.7% | -1.1% | 0.0% |
| 30D | -8.3% | +5.6% | -13.8% | -10.3% |
| 3M | -12.2% | +15.9% | -28.1% | -18.1% |
| 6M | +17.1% | +4.6% | +12.5% | +12.9% |
| YTD | +84.7% | +10.1% | +74.6% | +73.5% |
| 1Y | +199.9% | +2.1% | +197.8% | +187.9% |
| 3Y | +232.8% | +9.8% | +222.9% | +196.4% |
| 5Y | +198.6% | -15.4% | +213.9% | +199.6% |
| 10Y | +1,669.7% | +129.4% | +1,540.3% | +911.3% |
| All | +2,782.9% | +969.7% | +1,813.3% | +492.6% |
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