+1,044.2%
AWK vs CLX
+251.1%
+793.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.2% | +0.9% |
| 7D | +0.1% | +9.5% | -9.4% | -3.2% |
| 30D | +14.3% | +30.7% | -16.4% | +3.4% |
| 3M | +10.3% | +4.2% | +6.1% | +8.2% |
| 6M | +18.9% | +22.1% | -3.2% | +9.5% |
| YTD | +17.7% | +14.1% | +3.6% | +9.9% |
| 1Y | +16.9% | +10.3% | +6.5% | +10.4% |
| 3Y | +32.2% | -7.8% | +40.0% | +32.2% |
| 5Y | -2.2% | -20.8% | +18.7% | +0.7% |
| 10Y | +156.1% | +31.9% | +124.3% | +103.3% |
| All | +1,044.2% | +251.1% | +793.1% | +484.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling