+969.7%
AWK vs CASY
+4,086.9%
-3,117.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | +1.7% | +0.1% | +1.7% | +1.7% |
| 30D | +5.6% | -11.3% | +16.9% | +8.1% |
| 3M | +15.9% | -0.6% | +16.5% | +15.1% |
| 6M | +4.6% | +10.7% | -6.1% | +1.1% |
| YTD | +10.1% | +37.1% | -27.1% | +1.5% |
| 1Y | +2.1% | +52.3% | -50.2% | -8.2% |
| 3Y | +9.8% | +215.2% | -205.3% | -17.7% |
| 5Y | -15.4% | +276.5% | -291.8% | -39.7% |
| 10Y | +129.4% | +508.4% | -379.0% | +45.3% |
| All | +969.7% | +4,086.9% | -3,117.2% | +367.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling