+1,042.6%
AWK vs CAPR
-99.7%
+1,142.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.7% | -6.0% | -1.4% |
| 7D | +4.1% | +41.1% | -37.0% | +4.0% |
| 30D | +18.0% | +11.1% | +6.9% | +17.9% |
| 3M | +12.2% | +115.3% | -103.1% | +11.9% |
| 6M | +21.2% | -73.8% | +95.1% | +21.4% |
| YTD | +17.6% | -68.8% | +86.4% | +17.6% |
| 1Y | +19.2% | +43.3% | -24.1% | +18.0% |
| 3Y | +26.7% | +214.7% | -188.0% | +24.6% |
| 5Y | -1.3% | +141.3% | -142.6% | -3.1% |
| 10Y | +159.7% | -67.0% | +226.7% | +151.9% |
| All | +1,042.6% | -99.7% | +1,142.2% | +1,027.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling