+8.8%
AWK vs CBOE
+93.5%
-84.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.1% |
| 7D | -0.7% | -3.7% | +2.9% | -0.1% |
| 30D | +2.8% | +2.0% | +0.8% | +2.2% |
| 3M | +11.3% | -4.2% | +15.6% | +11.9% |
| 6M | +6.7% | +1.2% | +5.5% | +4.7% |
| YTD | +9.4% | +15.4% | -6.0% | +3.3% |
| 1Y | +3.7% | +23.5% | -19.8% | -4.3% |
| All | +8.8% | +93.5% | -84.6% | -7.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling