+969.7%
AWK vs CAPR
-99.6%
+1,069.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.1% |
| 7D | +1.7% | -2.0% | +3.7% | +1.7% |
| 30D | +5.6% | +139.2% | -133.6% | +5.3% |
| 3M | +15.9% | -66.4% | +82.2% | +16.0% |
| 6M | +4.6% | -63.1% | +67.7% | +4.6% |
| YTD | +10.1% | -67.4% | +77.5% | +10.1% |
| 1Y | +2.1% | +58.2% | -56.2% | +1.1% |
| 3Y | +9.8% | +42.2% | -32.4% | +8.2% |
| 5Y | -15.4% | +87.3% | -102.6% | -16.8% |
| 10Y | +129.4% | -75.3% | +204.7% | +122.8% |
| All | +969.7% | -99.6% | +1,069.3% | +955.9% |
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 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