+444.9%
TMUS vs AWK
+1,034.4%
-589.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.7% | +4.8% | +4.4% |
| 7D | +5.3% | +1.2% | +4.1% | +4.8% |
| 30D | +13.5% | +15.8% | -2.2% | +6.8% |
| 3M | -4.2% | +11.0% | -15.2% | -8.5% |
| 6M | -11.9% | +21.0% | -32.9% | -19.0% |
| YTD | -15.6% | +16.7% | -32.3% | -21.4% |
| 1Y | -16.8% | +17.2% | -33.9% | -22.7% |
| 3Y | +20.8% | +29.2% | -8.4% | +5.5% |
| 5Y | +48.0% | -2.3% | +50.3% | +44.0% |
| 10Y | +234.7% | +150.5% | +84.2% | +93.3% |
| All | +444.9% | +1,034.4% | -589.5% | +27.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling