+52.5%
TLT vs AWK
+1,037.8%
-985.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | 0.0% |
| 7D | -1.0% | 0.0% | -1.0% | -1.0% |
| 30D | +3.7% | +15.5% | -11.8% | +3.8% |
| 3M | -0.8% | +10.0% | -10.8% | -0.7% |
| 6M | -3.6% | +20.4% | -24.0% | -3.4% |
| YTD | -3.9% | +17.1% | -21.0% | -3.8% |
| 1Y | -6.2% | +18.3% | -24.5% | -6.1% |
| 3Y | +4.2% | +30.4% | -26.2% | +4.7% |
| 5Y | -34.7% | -2.7% | -32.0% | -35.4% |
| 10Y | -11.8% | +154.7% | -166.5% | -3.8% |
| All | +52.5% | +1,037.8% | -985.3% | +112.1% |
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