+41.7%
TGT vs AWK
+9.5%
+32.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.1% |
| 7D | -5.0% | -0.7% | -4.3% | -4.9% |
| 30D | +3.0% | +2.8% | +0.3% | +2.6% |
| 3M | +22.6% | +11.3% | +11.3% | +20.7% |
| 6M | +31.2% | +6.7% | +24.5% | +29.7% |
| YTD | +63.7% | +9.4% | +54.3% | +61.3% |
| 1Y | +78.5% | +3.7% | +74.8% | +76.9% |
| All | +41.7% | +9.5% | +32.2% | +38.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling