+16.9%
AWK vs CF
+50.1%
-33.2%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.2% | +1.4% |
| 7D | +0.1% | +4.8% | -4.6% | -0.1% |
| 30D | +14.3% | +4.7% | +9.6% | +13.9% |
| 3M | +10.3% | +7.4% | +2.9% | +9.8% |
| 6M | +18.9% | +0.6% | +18.3% | +18.7% |
| YTD | +17.7% | +64.1% | -46.4% | +15.9% |
| 1Y | +16.9% | +51.4% | -34.5% | +16.0% |
| All | +16.9% | +50.1% | -33.2% | +16.0% |
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