+37.1%
CAH vs AWK
+20.4%
+16.6%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.9% | +0.4% | +1.8% |
| 7D | +6.7% | +7.2% | -0.5% | +5.0% |
| 30D | +14.7% | +19.0% | -4.3% | +10.2% |
| 3M | +12.0% | +14.4% | -2.4% | +8.5% |
| 6M | +36.2% | +22.6% | +13.6% | +29.3% |
| YTD | +31.3% | +19.2% | +12.0% | +26.9% |
| 1Y | +37.1% | +19.6% | +17.5% | +32.3% |
| All | +37.1% | +20.4% | +16.6% | +32.3% |
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