-12.6%
TLT vs AWK
+157.1%
-169.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.5% |
| 7D | -3.1% | +0.1% | -3.2% | -3.1% |
| 30D | +1.0% | +14.3% | -13.2% | +0.2% |
| 3M | -2.7% | +10.3% | -13.0% | -3.4% |
| 6M | -4.1% | +18.9% | -23.1% | -5.3% |
| YTD | -5.4% | +17.7% | -23.1% | -6.5% |
| 1Y | -7.0% | +16.9% | -23.9% | -8.1% |
| 3Y | +2.8% | +32.2% | -29.3% | +1.0% |
| 5Y | -35.4% | -2.2% | -33.2% | -36.7% |
| All | -12.6% | +157.1% | -169.7% | -21.4% |
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