+158.6%
AWK vs CF
+479.1%
-320.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.2% | +1.4% |
| 7D | +0.1% | +4.8% | -4.6% | -0.2% |
| 30D | +14.3% | +4.7% | +9.6% | +13.8% |
| 3M | +10.3% | +7.4% | +2.9% | +9.6% |
| 6M | +18.9% | +0.6% | +18.3% | +18.6% |
| YTD | +17.7% | +64.1% | -46.4% | +12.8% |
| 1Y | +16.9% | +51.4% | -34.5% | +12.6% |
| 3Y | +32.2% | +67.8% | -35.6% | +25.4% |
| 5Y | -2.2% | +114.1% | -116.3% | -10.4% |
| All | +158.6% | +479.1% | -320.5% | +117.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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