+16.8%
AWK vs CF
+53.7%
-36.9%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.4% | -2.8% | -1.5% |
| 7D | -3.2% | +5.4% | -8.5% | -3.5% |
| 30D | +13.5% | +6.5% | +6.9% | +13.0% |
| 3M | +9.4% | +4.6% | +4.8% | +9.0% |
| 6M | +16.4% | -3.3% | +19.7% | +16.4% |
| YTD | +15.4% | +63.9% | -48.5% | +14.1% |
| 1Y | +16.8% | +50.4% | -33.6% | +16.3% |
| All | +16.8% | +53.7% | -36.9% | +16.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling