+1.3%
AWK vs CBOE
+20.5%
-19.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.7% | -1.4% |
| 7D | -2.1% | -5.8% | +3.7% | -1.9% |
| 30D | +2.1% | -3.1% | +5.2% | +2.2% |
| 3M | +11.4% | -4.8% | +16.1% | +11.6% |
| 6M | +3.9% | -0.6% | +4.5% | +2.2% |
| YTD | +7.7% | +12.8% | -5.1% | +4.5% |
| 1Y | +1.3% | +19.8% | -18.5% | -3.9% |
| All | +1.3% | +20.5% | -19.2% | -3.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling