-33.7%
TLT vs AWK
-15.0%
-18.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | +0.4% | +2.2% | -1.8% | 0.0% |
| 30D | -0.3% | +4.4% | -4.7% | -1.2% |
| 3M | -1.7% | +15.4% | -17.1% | -4.6% |
| 6M | -4.9% | +3.5% | -8.4% | -5.7% |
| YTD | -2.8% | +9.8% | -12.6% | -4.9% |
| 1Y | -4.2% | +3.0% | -7.2% | -5.1% |
| 3Y | -1.1% | +9.7% | -10.7% | -4.9% |
| 5Y | -33.7% | -17.2% | -16.6% | -33.3% |
| All | -33.7% | -15.0% | -18.7% | -33.3% |
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