+25.7%
C vs AWK
+19.4%
+6.3%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | +0.4% |
| 7D | +4.2% | +0.1% | +4.0% | +4.2% |
| 30D | +2.0% | +14.3% | -12.3% | +6.5% |
| 3M | -10.1% | +10.3% | -20.4% | -7.3% |
| 6M | +1.0% | +18.9% | -18.0% | +7.7% |
| YTD | +8.5% | +17.7% | -9.2% | +17.6% |
| 1Y | +25.7% | +16.9% | +8.9% | +36.3% |
| All | +25.7% | +19.4% | +6.3% | +36.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling