+1,063.0%
CAH vs AWK
+1,043.1%
+19.9%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.7% |
| 7D | +9.4% | +2.7% | +6.7% | +8.5% |
| 30D | +16.5% | +16.7% | -0.2% | +10.7% |
| 3M | +17.0% | +11.7% | +5.2% | +12.6% |
| 6M | +51.4% | +21.9% | +29.5% | +41.4% |
| YTD | +36.0% | +17.6% | +18.4% | +28.2% |
| 1Y | +36.0% | +19.8% | +16.2% | +27.4% |
| 3Y | +177.5% | +31.0% | +146.5% | +146.5% |
| 5Y | +509.2% | -3.0% | +512.1% | +494.0% |
| 10Y | +408.1% | +156.8% | +251.3% | +241.7% |
| All | +1,063.0% | +1,043.1% | +19.9% | +303.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling