+32.2%
AWK vs CHD
+31.2%
+0.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | 0.0% | +0.8% |
| 7D | +0.1% | +3.6% | -3.5% | -1.3% |
| 30D | +14.3% | +10.4% | +3.9% | +9.8% |
| 3M | +10.3% | +12.2% | -1.9% | +5.3% |
| 6M | +18.9% | +19.9% | -1.0% | +10.6% |
| YTD | +17.7% | +36.4% | -18.7% | +3.5% |
| 1Y | +16.9% | +35.1% | -18.3% | +3.0% |
| 3Y | +32.2% | +29.2% | +3.0% | +21.2% |
| All | +32.2% | +31.2% | +0.9% | +21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 3y: compounded portfolio wealth divided by compounded CHD 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…
3y analysis · Full analysis span regression · 6 months rolling