+208.8%
C vs AWK
+152.9%
+55.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.5% | +0.1% |
| 7D | -0.4% | +2.7% | -3.0% | -1.0% |
| 30D | -5.2% | +16.7% | -21.8% | -8.7% |
| 3M | -9.1% | +11.7% | -20.8% | -11.7% |
| 6M | -1.6% | +21.9% | -23.5% | -6.8% |
| YTD | +6.9% | +17.6% | -10.7% | +1.6% |
| 1Y | +23.0% | +19.8% | +3.2% | +16.1% |
| 3Y | +216.1% | +31.0% | +185.2% | +181.0% |
| 5Y | +112.2% | -3.0% | +115.2% | +106.6% |
| 10Y | +208.8% | +156.8% | +52.0% | +177.4% |
| All | +208.8% | +152.9% | +55.8% | +177.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 10y: compounded portfolio wealth divided by compounded AWK 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…
10y analysis · Full analysis span regression · 6 months rolling