+20.8%
TMUS vs AWK
+27.0%
-6.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.7% | +4.8% | +4.4% |
| 7D | +5.3% | +1.2% | +4.1% | +4.9% |
| 30D | +13.5% | +15.8% | -2.2% | +8.8% |
| 3M | -4.2% | +11.0% | -15.2% | -7.2% |
| 6M | -11.9% | +21.0% | -32.9% | -16.8% |
| YTD | -15.6% | +16.7% | -32.3% | -19.6% |
| 1Y | -16.8% | +17.2% | -33.9% | -20.8% |
| 3Y | +20.8% | +29.2% | -8.4% | +15.1% |
| All | +20.8% | +27.0% | -6.2% | +15.1% |
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 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