-17.2%
AWK vs CASY
+274.3%
-291.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.0% | +2.8% | +0.2% |
| 7D | +2.2% | -4.4% | +6.5% | +2.8% |
| 30D | +4.4% | -12.0% | +16.5% | +6.4% |
| 3M | +15.4% | -2.3% | +17.7% | +15.0% |
| 6M | +3.5% | +10.5% | -7.0% | +0.6% |
| YTD | +9.8% | +33.0% | -23.2% | +2.9% |
| 1Y | +3.0% | +41.1% | -38.1% | -4.8% |
| 3Y | +9.7% | +207.5% | -197.8% | -17.3% |
| 5Y | -17.2% | +290.7% | -307.9% | -42.5% |
| All | -17.2% | +274.3% | -291.5% | -42.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling