+43.0%
TMUS vs AWK
-15.0%
+58.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | -0.3% | +2.2% | -2.4% | -0.9% |
| 30D | +3.1% | +4.4% | -1.3% | +1.7% |
| 3M | +2.4% | +15.4% | -13.0% | -2.4% |
| 6M | -17.1% | +3.5% | -20.6% | -18.2% |
| YTD | -9.1% | +9.8% | -18.9% | -12.1% |
| 1Y | -23.6% | +3.0% | -26.6% | -24.7% |
| 3Y | +38.8% | +9.7% | +29.2% | +33.1% |
| 5Y | +43.0% | -17.2% | +60.1% | +41.2% |
| All | +43.0% | -15.0% | +58.0% | +41.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling