+969.7%
AWK vs CP
+743.1%
+226.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.5% | -0.2% |
| 7D | +1.7% | -2.7% | +4.4% | +2.4% |
| 30D | +5.6% | +0.2% | +5.4% | +5.5% |
| 3M | +15.9% | +2.6% | +13.3% | +15.0% |
| 6M | +4.6% | +6.0% | -1.4% | +2.8% |
| YTD | +10.1% | +24.9% | -14.9% | +3.7% |
| 1Y | +2.1% | +20.1% | -18.0% | -2.9% |
| 3Y | +9.8% | +16.4% | -6.5% | +3.8% |
| 5Y | -15.4% | +31.7% | -47.1% | -23.1% |
| 10Y | +129.4% | +223.9% | -94.5% | +65.8% |
| All | +969.7% | +743.1% | +226.6% | +433.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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