+128.5%
AWK vs CBOE
+368.5%
-240.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.7% | -0.9% |
| 7D | -2.1% | -5.8% | +3.7% | -0.6% |
| 30D | +2.1% | -3.1% | +5.2% | +2.7% |
| 3M | +11.4% | -4.8% | +16.1% | +12.0% |
| 6M | +3.9% | -0.6% | +4.5% | +2.2% |
| YTD | +7.7% | +12.8% | -5.1% | +1.9% |
| 1Y | +1.3% | +19.8% | -18.5% | -6.1% |
| 3Y | +7.2% | +86.9% | -79.8% | -13.9% |
| 5Y | -17.0% | +136.5% | -153.5% | -38.7% |
| All | +128.5% | +368.5% | -240.0% | +56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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