+1,034.4%
AWK vs COO
+644.9%
+389.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.2% | -1.3% |
| 7D | +1.2% | +4.3% | -3.1% | +0.3% |
| 30D | +15.8% | +17.6% | -1.8% | +11.8% |
| 3M | +11.0% | -13.9% | +24.9% | +14.1% |
| 6M | +21.0% | +6.6% | +14.4% | +18.6% |
| YTD | +16.7% | -22.0% | +38.7% | +22.0% |
| 1Y | +17.2% | -8.8% | +26.0% | +18.2% |
| 3Y | +29.2% | -21.5% | +50.7% | +32.0% |
| 5Y | -2.3% | -41.0% | +38.7% | +5.2% |
| 10Y | +150.5% | +40.9% | +109.7% | +126.1% |
| All | +1,034.4% | +644.9% | +389.5% | +593.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling