+103.2%
TOST vs AWK
+24.3%
+78.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.1% |
| 7D | +9.4% | +4.1% | +5.3% | +8.7% |
| 30D | +13.5% | +18.0% | -4.5% | +10.4% |
| 3M | -0.1% | +12.2% | -12.4% | -2.1% |
| 6M | +22.5% | +21.2% | +1.2% | +18.8% |
| YTD | -2.4% | +17.6% | -19.9% | -5.2% |
| 1Y | -4.7% | +19.2% | -23.9% | -7.8% |
| 3Y | +103.2% | +26.7% | +76.5% | +79.7% |
| All | +103.2% | +24.3% | +78.9% | +79.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling