-3.5%
AWK vs CF
+117.5%
-121.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.2% | -0.9% |
| 7D | -2.6% | +5.4% | -7.9% | -2.9% |
| 30D | +14.2% | +6.5% | +7.6% | +13.7% |
| 3M | +10.0% | +4.6% | +5.4% | +9.7% |
| 6M | +17.1% | -3.3% | +20.4% | +17.1% |
| YTD | +16.1% | +63.9% | -47.8% | +12.7% |
| 1Y | +17.5% | +50.4% | -32.9% | +14.5% |
| 3Y | +29.3% | +68.2% | -38.9% | +24.4% |
| 5Y | -3.5% | +113.8% | -117.3% | -8.6% |
| All | -3.5% | +117.5% | -121.0% | -8.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling