+150.5%
AWK vs CAPR
-64.9%
+215.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +9.4% | -10.2% | -0.7% |
| 7D | +1.2% | +36.0% | -34.8% | +1.1% |
| 30D | +15.8% | +25.8% | -10.0% | +15.7% |
| 3M | +11.0% | +140.8% | -129.8% | +10.7% |
| 6M | +21.0% | -67.6% | +88.6% | +21.1% |
| YTD | +16.7% | -65.9% | +82.6% | +16.8% |
| 1Y | +17.2% | +66.1% | -48.9% | +15.8% |
| 3Y | +29.2% | +256.9% | -227.7% | +26.5% |
| 5Y | -2.3% | +172.1% | -174.4% | -4.4% |
| 10Y | +150.5% | -64.7% | +215.2% | +136.8% |
| All | +150.5% | -64.9% | +215.5% | +136.8% |
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