+969.7%
AWK vs CHD
+807.9%
+161.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +1.7% | -2.7% | +4.4% | +3.0% |
| 30D | +5.6% | -4.6% | +10.2% | +7.8% |
| 3M | +15.9% | +5.0% | +10.8% | +13.2% |
| 6M | +4.6% | -3.2% | +7.8% | +5.7% |
| YTD | +10.1% | +18.6% | -8.6% | +1.2% |
| 1Y | +2.1% | +4.8% | -2.7% | -0.9% |
| 3Y | +9.8% | +6.1% | +3.7% | +4.8% |
| 5Y | -15.4% | +24.0% | -39.3% | -25.9% |
| 10Y | +129.4% | +124.5% | +4.9% | +50.7% |
| All | +969.7% | +807.9% | +161.8% | +258.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling