+26.7%
AWK vs CASY
+154.1%
-127.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.4% |
| 7D | +4.1% | +1.1% | +3.0% | +4.0% |
| 30D | +18.0% | +8.7% | +9.3% | +17.3% |
| 3M | +12.2% | -17.3% | +29.5% | +13.6% |
| 6M | +21.2% | -19.7% | +41.0% | +22.8% |
| YTD | +17.6% | +24.8% | -7.3% | +13.7% |
| 1Y | +19.2% | +31.9% | -12.7% | +14.4% |
| 3Y | +26.7% | +155.4% | -128.7% | +11.0% |
| All | +26.7% | +154.1% | -127.3% | +11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 3y: compounded portfolio wealth divided by compounded CASY 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…
3y analysis · Full analysis span regression · 6 months rolling