+357.0%
TPR vs AWK
+153.6%
+203.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.3% |
| 7D | -1.1% | -2.6% | +1.4% | -0.3% |
| 30D | +15.1% | +14.2% | +0.9% | +10.2% |
| 3M | -13.4% | +10.0% | -23.4% | -16.2% |
| 6M | +1.4% | +17.1% | -15.7% | -4.2% |
| YTD | +4.8% | +16.1% | -11.4% | -1.3% |
| 1Y | +29.2% | +17.5% | +11.7% | +21.0% |
| 3Y | +403.7% | +29.3% | +374.4% | +333.8% |
| 5Y | +230.8% | -3.5% | +234.3% | +221.1% |
| All | +357.0% | +153.6% | +203.4% | +231.7% |
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 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