+486.3%
TMUS vs AWK
+969.7%
-483.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.1% | -3.3% | -3.4% |
| 7D | +0.1% | +1.7% | -1.7% | -0.6% |
| 30D | +5.3% | +5.6% | -0.3% | +2.8% |
| 3M | +3.1% | +15.9% | -12.7% | -3.3% |
| 6M | -16.5% | +4.6% | -21.0% | -18.3% |
| YTD | -9.2% | +10.1% | -19.2% | -13.2% |
| 1Y | -26.5% | +2.1% | -28.6% | -27.6% |
| 3Y | +39.0% | +9.8% | +29.2% | +30.2% |
| 5Y | +40.4% | -15.4% | +55.7% | +45.2% |
| 10Y | +303.7% | +129.4% | +174.3% | +143.0% |
| All | +486.3% | +969.7% | -483.4% | +40.3% |
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