-11.8%
TLT vs AWK
+157.4%
-169.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.4% |
| 7D | -0.3% | +2.7% | -3.0% | -0.5% |
| 30D | +3.7% | +16.7% | -12.9% | +2.7% |
| 3M | -0.7% | +11.7% | -12.4% | -1.4% |
| 6M | -4.2% | +21.9% | -26.1% | -5.5% |
| YTD | -4.0% | +17.6% | -21.6% | -5.1% |
| 1Y | -5.8% | +19.8% | -25.6% | -7.0% |
| 3Y | +4.1% | +31.0% | -26.9% | +2.2% |
| 5Y | -34.8% | -3.0% | -31.8% | -36.2% |
| All | -11.8% | +157.4% | -169.2% | -20.5% |
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