+95.4%
CAT vs AWK
+1.8%
+93.6%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.9% | +1.7% |
| 7D | +1.7% | +1.7% | 0.0% | +2.4% |
| 30D | -6.6% | +5.6% | -12.1% | -4.3% |
| 3M | -13.3% | +15.9% | -29.2% | -7.9% |
| 6M | +11.6% | +4.6% | +7.0% | +14.8% |
| YTD | +42.9% | +10.1% | +32.9% | +49.9% |
| 1Y | +95.4% | +2.1% | +93.3% | +101.8% |
| All | +95.4% | +1.8% | +93.6% | +101.8% |
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