+383.3%
TPR vs AWK
+152.9%
+230.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.6% |
| 7D | +12.1% | +2.7% | +9.4% | +11.1% |
| 30D | +16.7% | +16.7% | 0.0% | +10.9% |
| 3M | -17.4% | +11.7% | -29.1% | -20.5% |
| 6M | +2.3% | +21.9% | -19.6% | -4.6% |
| YTD | +7.1% | +17.6% | -10.5% | +0.5% |
| 1Y | +29.5% | +19.8% | +9.7% | +20.5% |
| 3Y | +415.0% | +31.0% | +384.1% | +341.8% |
| 5Y | +261.5% | -3.0% | +264.4% | +250.5% |
| 10Y | +383.3% | +156.8% | +226.5% | +252.7% |
| All | +383.3% | +152.9% | +230.4% | +252.7% |
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