+1,062.8%
TRV vs AWK
+967.2%
+95.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | +0.5% | +2.2% | -1.7% | -0.4% |
| 30D | -4.9% | +4.4% | -9.3% | -6.6% |
| 3M | +23.7% | +15.4% | +8.4% | +16.3% |
| 6M | +20.3% | +3.5% | +16.8% | +18.2% |
| YTD | +27.1% | +9.8% | +17.3% | +21.3% |
| 1Y | +35.3% | +3.0% | +32.3% | +32.4% |
| 3Y | +139.8% | +9.7% | +130.2% | +123.8% |
| 5Y | +153.9% | -17.2% | +171.0% | +164.5% |
| 10Y | +285.9% | +126.1% | +159.8% | +141.9% |
| All | +1,062.8% | +967.2% | +95.6% | +197.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling