+969.7%
AWK vs COO
+710.9%
+258.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.2% |
| 7D | +1.7% | -2.2% | +4.0% | +2.2% |
| 30D | +5.6% | -7.0% | +12.6% | +7.2% |
| 3M | +15.9% | +12.2% | +3.7% | +12.8% |
| 6M | +4.6% | -15.1% | +19.7% | +8.0% |
| YTD | +10.1% | -15.1% | +25.1% | +13.5% |
| 1Y | +2.1% | +2.3% | -0.2% | +0.7% |
| 3Y | +9.8% | -23.7% | +33.5% | +13.6% |
| 5Y | -15.4% | -38.9% | +23.6% | -9.2% |
| 10Y | +129.4% | +49.9% | +79.5% | +104.9% |
| All | +969.7% | +710.9% | +258.8% | +545.1% |
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