+7.2%
AWK vs COPX
+149.4%
-142.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -2.1% | -2.3% | +0.2% | -2.2% |
| 30D | +2.1% | +0.3% | +1.8% | +2.1% |
| 3M | +11.4% | +6.8% | +4.6% | +11.7% |
| 6M | +3.9% | +7.9% | -4.0% | +4.4% |
| YTD | +7.7% | +23.7% | -16.0% | +7.8% |
| 1Y | +1.3% | +71.5% | -70.2% | +0.2% |
| 3Y | +7.2% | +149.1% | -141.9% | -6.3% |
| All | +7.2% | +149.4% | -142.2% | -6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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