-40.6%
TOST vs AWK
-1.1%
-39.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -0.7% |
| 7D | +9.4% | +4.1% | +5.3% | +7.4% |
| 30D | +13.5% | +18.0% | -4.5% | +4.8% |
| 3M | -0.1% | +12.2% | -12.4% | -5.6% |
| 6M | +22.5% | +21.2% | +1.2% | +11.1% |
| YTD | -2.4% | +17.6% | -19.9% | -11.0% |
| 1Y | -4.7% | +19.2% | -23.9% | -13.9% |
| 3Y | +103.2% | +26.7% | +76.5% | +63.7% |
| All | -40.6% | -1.1% | -39.5% | -47.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling