+311.2%
TPR vs AWK
+126.2%
+185.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.2% | -3.5% | -3.7% |
| 7D | -3.4% | +2.2% | -5.5% | -4.1% |
| 30D | -27.3% | +4.4% | -31.7% | -28.4% |
| 3M | -16.2% | +15.4% | -31.6% | -20.3% |
| 6M | -17.9% | +3.5% | -21.4% | -19.3% |
| YTD | -7.1% | +9.8% | -16.9% | -10.8% |
| 1Y | +13.6% | +3.0% | +10.6% | +11.3% |
| 3Y | +293.7% | +9.7% | +284.1% | +263.2% |
| 5Y | +239.1% | -17.2% | +256.2% | +250.2% |
| 10Y | +311.2% | +126.1% | +185.1% | +206.9% |
| All | +311.2% | +126.2% | +185.0% | +206.9% |
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 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