+105.2%
TQQQ vs AWK
-17.6%
+122.7%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.5% | +4.1% | +3.1% |
| 7D | -1.9% | -2.1% | +0.2% | -1.2% |
| 30D | -4.9% | +2.1% | -6.9% | -5.7% |
| 3M | -6.4% | +11.4% | -17.8% | -11.2% |
| 6M | +44.4% | +3.9% | +40.5% | +40.0% |
| YTD | +35.2% | +7.7% | +27.5% | +27.7% |
| 1Y | +49.5% | +1.3% | +48.2% | +44.6% |
| 3Y | +250.7% | +7.2% | +243.5% | +189.0% |
| All | +105.2% | -17.6% | +122.7% | +111.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling