+402.2%
CAH vs AWK
-16.7%
+418.9%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -2.2% | +0.6% | -2.8% | -2.3% |
| 30D | +1.2% | +4.3% | -3.1% | +0.3% |
| 3M | +13.1% | +12.5% | +0.6% | +10.4% |
| 6M | +8.5% | +3.3% | +5.2% | +7.6% |
| YTD | +17.6% | +9.8% | +7.9% | +15.3% |
| 1Y | +60.7% | +2.9% | +57.8% | +59.3% |
| 3Y | +183.2% | +9.6% | +173.5% | +175.7% |
| 5Y | +402.2% | -16.7% | +418.8% | +384.4% |
| All | +402.2% | -16.7% | +418.9% | +384.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling