+26.7%
AWK vs COO
-25.3%
+52.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -1.1% |
| 7D | +4.1% | +4.7% | -0.6% | +3.4% |
| 30D | +18.0% | +13.9% | +4.1% | +16.0% |
| 3M | +12.2% | -14.9% | +27.2% | +14.4% |
| 6M | +21.2% | +2.0% | +19.2% | +20.8% |
| YTD | +17.6% | -23.9% | +41.5% | +21.2% |
| 1Y | +19.2% | -9.6% | +28.8% | +19.9% |
| 3Y | +26.7% | -25.4% | +52.2% | +22.4% |
| All | +26.7% | -25.3% | +52.1% | +22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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