+203.6%
TGT vs AWK
+132.0%
+71.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.5% |
| 7D | -5.2% | -2.1% | -3.1% | -4.6% |
| 30D | +1.2% | +2.1% | -0.9% | +0.5% |
| 3M | +18.4% | +11.4% | +7.0% | +14.4% |
| 6M | +33.4% | +3.9% | +29.5% | +31.4% |
| YTD | +63.8% | +7.7% | +56.1% | +59.1% |
| 1Y | +77.2% | +1.3% | +75.9% | +75.2% |
| 3Y | +41.8% | +7.2% | +34.6% | +34.7% |
| 5Y | -25.5% | -17.0% | -8.5% | -23.7% |
| All | +203.6% | +132.0% | +71.6% | +161.0% |
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