-21.2%
TMUS vs AWK
+20.7%
-41.9%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.2% | +0.9% | +2.3% |
| 7D | +7.5% | +7.0% | +0.5% | +5.0% |
| 30D | -3.3% | +17.0% | -20.4% | -8.2% |
| 3M | -9.7% | +12.4% | -22.1% | -13.3% |
| 6M | -17.2% | +19.6% | -36.8% | -22.2% |
| YTD | -20.3% | +17.0% | -37.4% | -24.7% |
| 1Y | -21.2% | +20.0% | -41.2% | -26.1% |
| All | -21.2% | +20.7% | -41.9% | -26.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling