+1.5%
CARR vs AWK
+7.8%
-6.2%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +3.0% | +1.6% |
| 7D | -3.8% | -2.1% | -1.6% | -3.6% |
| 30D | -8.9% | +2.1% | -11.0% | -9.1% |
| 3M | -17.3% | +11.4% | -28.7% | -18.2% |
| 6M | -1.4% | +3.9% | -5.3% | -1.9% |
| YTD | +10.0% | +7.7% | +2.3% | +8.9% |
| 1Y | -6.4% | +1.3% | -7.7% | -6.6% |
| 3Y | +1.5% | +7.2% | -5.6% | -5.2% |
| All | +1.5% | +7.8% | -6.2% | -5.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling