+317.8%
TMUS vs AWK
+128.1%
+189.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | -5.3% | +0.6% | -5.9% | -5.5% |
| 30D | +0.1% | +4.3% | -4.2% | -1.3% |
| 3M | -0.6% | +12.5% | -13.1% | -4.6% |
| 6M | -17.5% | +3.3% | -20.8% | -18.7% |
| YTD | -11.3% | +9.8% | -21.0% | -14.3% |
| 1Y | -25.4% | +2.9% | -28.3% | -26.5% |
| 3Y | +35.5% | +9.6% | +25.9% | +29.1% |
| 5Y | +41.9% | -16.7% | +58.6% | +46.7% |
| 10Y | +317.8% | +136.1% | +181.7% | +200.5% |
| All | +317.8% | +128.1% | +189.8% | +200.5% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling