+872.3%
AWK vs CBOE
+1,025.9%
-153.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | +0.2% |
| 7D | +2.2% | -4.6% | +6.8% | +3.3% |
| 30D | +4.4% | +2.6% | +1.8% | +3.6% |
| 3M | +15.4% | +4.9% | +10.4% | +13.2% |
| 6M | +3.5% | -2.2% | +5.7% | +2.7% |
| YTD | +9.8% | +17.7% | -7.9% | +3.7% |
| 1Y | +3.0% | +26.1% | -23.1% | -4.6% |
| 3Y | +9.7% | +97.1% | -87.5% | -9.9% |
| 5Y | -17.2% | +149.2% | -166.3% | -36.4% |
| 10Y | +126.1% | +385.1% | -259.0% | +47.9% |
| All | +872.3% | +1,025.9% | -153.6% | +395.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling