-25.6%
TGT vs AWK
-17.3%
-8.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | -5.0% | -0.7% | -4.3% | -4.8% |
| 30D | +3.0% | +2.8% | +0.3% | +2.2% |
| 3M | +22.6% | +11.3% | +11.3% | +18.6% |
| 6M | +31.2% | +6.7% | +24.5% | +28.3% |
| YTD | +63.7% | +9.4% | +54.3% | +58.5% |
| 1Y | +78.5% | +3.7% | +74.8% | +75.4% |
| 3Y | +40.5% | +9.2% | +31.3% | +32.1% |
| 5Y | -25.6% | -15.7% | -9.9% | -27.7% |
| All | -25.6% | -17.3% | -8.3% | -27.7% |
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