+240.8%
TMUS vs AWK
+152.9%
+87.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.5% | 0.0% |
| 7D | +9.5% | +2.7% | +6.8% | +8.5% |
| 30D | +13.8% | +16.7% | -2.9% | +8.1% |
| 3M | -4.6% | +11.7% | -16.3% | -8.2% |
| 6M | -11.7% | +21.9% | -33.6% | -17.6% |
| YTD | -15.4% | +17.6% | -33.0% | -20.2% |
| 1Y | -16.1% | +19.8% | -35.9% | -21.5% |
| 3Y | +20.5% | +31.0% | -10.5% | +8.1% |
| 5Y | +48.7% | -3.0% | +51.7% | +46.2% |
| 10Y | +240.8% | +156.8% | +84.0% | +150.0% |
| All | +240.8% | +152.9% | +87.9% | +150.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling