-35.1%
TLT vs AWK
-2.3%
-32.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.8% | +0.2% |
| 7D | +0.3% | +1.2% | -0.9% | 0.0% |
| 30D | +5.1% | +15.8% | -10.7% | +2.1% |
| 3M | -0.2% | +11.0% | -11.2% | -2.3% |
| 6M | -2.9% | +21.0% | -23.9% | -6.7% |
| YTD | -2.7% | +16.7% | -19.4% | -6.0% |
| 1Y | -4.6% | +17.2% | -21.8% | -8.0% |
| 3Y | +6.1% | +29.2% | -23.1% | -1.3% |
| 5Y | -35.1% | -2.3% | -32.8% | -35.6% |
| All | -35.1% | -2.3% | -32.8% | -35.6% |
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 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