+250.7%
TQQQ vs AWK
+7.8%
+242.9%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.5% | +4.1% | +1.8% |
| 7D | -1.9% | -2.1% | +0.2% | -2.9% |
| 30D | -4.9% | +2.1% | -6.9% | -3.8% |
| 3M | -6.4% | +11.4% | -17.8% | -1.0% |
| 6M | +44.4% | +3.9% | +40.5% | +49.9% |
| YTD | +35.2% | +7.7% | +27.5% | +42.7% |
| 1Y | +49.5% | +1.3% | +48.2% | +55.7% |
| 3Y | +250.7% | +7.2% | +243.5% | +277.6% |
| All | +250.7% | +7.8% | +242.9% | +277.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling