-30.4%
TOST vs AWK
-4.3%
-26.1%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.0% |
| 7D | -4.7% | -3.2% | -1.5% | -3.1% |
| 30D | +8.5% | +13.5% | -5.0% | +2.0% |
| 3M | -1.6% | +9.4% | -11.0% | -5.9% |
| 6M | +44.1% | +16.4% | +27.7% | +33.2% |
| YTD | -5.6% | +15.4% | -21.0% | -13.3% |
| 1Y | -12.6% | +16.8% | -29.4% | -20.4% |
| 3Y | +137.6% | +28.6% | +109.0% | +86.4% |
| 5Y | -30.4% | -4.1% | -26.3% | -34.4% |
| All | -30.4% | -4.3% | -26.1% | -34.4% |
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 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