-23.6%
TMUS vs AWK
+1.1%
-24.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | -0.3% | +2.2% | -2.4% | -1.0% |
| 30D | +3.1% | +4.4% | -1.3% | +1.5% |
| 3M | +2.4% | +15.4% | -13.0% | -3.0% |
| 6M | -17.1% | +3.5% | -20.6% | -18.6% |
| YTD | -9.1% | +9.8% | -18.9% | -12.6% |
| 1Y | -23.6% | +3.0% | -26.6% | -24.7% |
| All | -23.6% | +1.1% | -24.7% | -24.7% |
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