+415.2%
TGT vs AWK
+969.7%
-554.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +0.8% | +1.7% | -1.0% | +0.1% |
| 30D | +12.2% | +5.6% | +6.6% | +10.0% |
| 3M | +33.8% | +15.9% | +17.9% | +26.6% |
| 6M | +39.3% | +4.6% | +34.7% | +36.5% |
| YTD | +72.9% | +10.1% | +62.8% | +65.8% |
| 1Y | +84.6% | +2.1% | +82.5% | +81.5% |
| 3Y | +46.2% | +9.8% | +36.4% | +36.7% |
| 5Y | -21.3% | -15.4% | -6.0% | -19.4% |
| 10Y | +213.5% | +129.4% | +84.1% | +108.7% |
| All | +415.2% | +969.7% | -554.5% | +48.6% |
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