-8.5%
TOST vs AWK
+19.4%
-27.9%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.8% |
| 7D | +3.0% | +2.7% | +0.3% | +2.6% |
| 30D | +10.3% | +16.7% | -6.4% | +8.7% |
| 3M | -3.3% | +11.7% | -15.0% | -4.4% |
| 6M | +37.8% | +21.9% | +15.9% | +37.2% |
| YTD | -2.8% | +17.6% | -20.4% | -3.2% |
| All | -8.5% | +19.4% | -27.9% | -9.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling