+21.4%
TMUS vs AWK
+31.5%
-10.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -1.0% |
| 7D | +4.9% | +0.1% | +4.8% | +4.8% |
| 30D | +7.7% | +14.3% | -6.6% | +3.6% |
| 3M | -6.8% | +10.3% | -17.1% | -9.5% |
| 6M | -9.7% | +18.9% | -28.6% | -14.3% |
| YTD | -15.0% | +17.7% | -32.7% | -19.2% |
| 1Y | -19.1% | +16.9% | -36.0% | -23.0% |
| 3Y | +21.4% | +32.2% | -10.8% | +15.8% |
| All | +21.4% | +31.5% | -10.1% | +15.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling