+16.7%
AWK vs CART
+39.2%
-22.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.7% |
| 7D | +1.2% | +1.5% | -0.3% | +1.2% |
| 30D | +15.8% | +22.4% | -6.6% | +14.9% |
| 3M | +11.0% | +16.5% | -5.5% | +10.4% |
| 6M | +21.0% | +44.9% | -23.9% | +19.4% |
| YTD | +16.7% | +30.0% | -13.3% | +15.3% |
| 1Y | +17.2% | +59.1% | -41.9% | +14.9% |
| 3Y | +29.2% | +138.8% | -109.6% | +19.1% |
| All | +16.7% | +39.2% | -22.5% | +9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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