+3.0%
AWK vs CAPR
+35.6%
-32.6%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +4.5% |
| 3M | +15.4% | -65.4% | +80.7% | +15.4% |
| 6M | +3.5% | -67.5% | +71.0% | +3.5% |
| YTD | +9.8% | -68.6% | +78.4% | +9.8% |
| 1Y | +3.0% | +42.7% | -39.7% | +2.6% |
| All | +3.0% | +35.6% | -32.6% | +2.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling