+126.1%
AWK vs CAPR
-77.1%
+203.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.6% | +3.4% | -0.2% |
| 7D | +2.2% | -9.5% | +11.7% | +2.2% |
| 30D | +4.4% | +121.5% | -117.1% | +4.2% |
| 3M | +15.4% | -65.4% | +80.7% | +15.5% |
| 6M | +3.5% | -67.5% | +71.0% | +3.6% |
| YTD | +9.8% | -68.6% | +78.4% | +9.9% |
| 1Y | +3.0% | +42.7% | -39.7% | +1.8% |
| 3Y | +9.7% | +43.4% | -33.7% | +7.7% |
| 5Y | -17.2% | +86.0% | -103.2% | -18.9% |
| 10Y | +126.1% | -77.4% | +203.5% | +117.9% |
| All | +126.1% | -77.1% | +203.2% | +117.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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