+31.4%
AWK vs CLX
-8.6%
+40.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | 0.0% | +7.8% | -7.7% | -1.9% |
| 30D | +15.5% | +28.5% | -13.0% | +8.2% |
| 3M | +10.0% | +1.3% | +8.7% | +9.2% |
| 6M | +20.4% | +23.4% | -3.0% | +13.4% |
| YTD | +17.1% | +11.4% | +5.7% | +11.7% |
| 1Y | +18.3% | +6.9% | +11.3% | +14.2% |
| All | +31.4% | -8.6% | +40.1% | +27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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