+12.9%
TQQQ vs AWK
+20.7%
-7.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.2% | +0.6% | +5.1% |
| 7D | -14.0% | +7.0% | -21.0% | -7.3% |
| 30D | -25.1% | +17.0% | -42.2% | -11.0% |
| 3M | -16.7% | +12.4% | -29.1% | -4.4% |
| 6M | -3.7% | +19.6% | -23.3% | +19.7% |
| YTD | +18.8% | +17.0% | +1.7% | +47.7% |
| 1Y | +12.9% | +20.0% | -7.1% | +41.9% |
| All | +12.9% | +20.7% | -7.8% | +41.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling