+411.5%
CAH vs AWK
+157.1%
+254.5%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +0.6% |
| 7D | +3.5% | +0.1% | +3.3% | +3.4% |
| 30D | +13.5% | +14.3% | -0.8% | +8.8% |
| 3M | +21.8% | +10.3% | +11.6% | +18.0% |
| 6M | +51.5% | +18.9% | +32.6% | +43.1% |
| YTD | +38.1% | +17.7% | +20.4% | +30.6% |
| 1Y | +37.7% | +16.9% | +20.8% | +30.4% |
| 3Y | +179.6% | +32.2% | +147.4% | +148.0% |
| 5Y | +504.9% | -2.2% | +507.1% | +492.2% |
| All | +411.5% | +157.1% | +254.5% | +275.5% |
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