+3.7%
AWK vs CG
-30.6%
+34.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.0% | -0.5% |
| 7D | -0.7% | -9.8% | +9.1% | -1.4% |
| 30D | +2.8% | -10.3% | +13.1% | +2.1% |
| 3M | +11.3% | -1.7% | +13.0% | +11.7% |
| 6M | +6.7% | -9.8% | +16.5% | +6.4% |
| YTD | +9.4% | -25.6% | +35.0% | +8.5% |
| 1Y | +3.7% | -32.5% | +36.2% | +3.6% |
| All | +3.7% | -30.6% | +34.3% | +3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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