-44.4%
TOST vs AWK
-7.1%
-37.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.6% |
| 7D | +4.0% | +1.2% | +2.8% | +3.4% |
| 30D | +11.1% | +15.8% | -4.7% | +3.4% |
| 3M | +0.8% | +11.0% | -10.2% | -4.3% |
| 6M | +38.8% | +21.0% | +17.8% | +25.7% |
| YTD | -2.1% | +16.7% | -18.8% | -10.6% |
| 1Y | -6.0% | +17.2% | -23.2% | -14.5% |
| 3Y | +149.8% | +29.2% | +120.6% | +96.7% |
| 5Y | -42.8% | -2.3% | -40.5% | -45.4% |
| All | -44.4% | -7.1% | -37.2% | -45.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling