-0.9%
AWK vs COO
-41.6%
+40.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -1.0% |
| 7D | +4.1% | +4.7% | -0.6% | +2.9% |
| 30D | +18.0% | +13.9% | +4.1% | +14.4% |
| 3M | +12.2% | -14.9% | +27.2% | +16.2% |
| 6M | +21.2% | +2.0% | +19.2% | +19.9% |
| YTD | +17.6% | -23.9% | +41.5% | +24.6% |
| 1Y | +19.2% | -9.6% | +28.8% | +20.5% |
| 3Y | +26.7% | -25.4% | +52.2% | +30.2% |
| All | -0.9% | -41.6% | +40.7% | +8.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling